+543.5%
CIEN vs SPXL
+141.8%
+401.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +2.4% | +2.1% | +3.2% |
| 7D | +8.9% | -2.5% | +11.4% | +10.3% |
| 30D | -19.1% | -4.2% | -14.9% | -17.4% |
| 3M | -21.5% | +8.1% | -29.6% | -24.6% |
| 6M | +2.8% | +35.6% | -32.8% | -11.7% |
| YTD | +49.5% | +28.8% | +20.7% | +31.7% |
| 1Y | +163.8% | +39.8% | +124.0% | +124.7% |
| 3Y | +615.8% | +221.4% | +394.5% | +323.0% |
| All | +543.5% | +141.8% | +401.7% | +280.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXL.
Daily Out/Under-Performance
Portfolio return minus SPXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded SPXL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling