+61.0%
CIFR vs SPXL
+409.4%
-348.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -1.8% | -3.8% | -4.2% |
| 7D | -8.2% | -6.0% | -2.2% | -3.6% |
| 30D | -7.4% | -5.8% | -1.6% | -2.8% |
| 3M | -24.2% | +10.9% | -35.0% | -29.9% |
| 6M | +14.2% | +31.9% | -17.7% | -5.7% |
| YTD | +8.0% | +25.8% | -17.8% | -6.7% |
| 1Y | +55.5% | +39.8% | +15.7% | +26.8% |
| 3Y | +429.6% | +219.9% | +209.7% | +177.0% |
| 5Y | +20.8% | +141.1% | -120.3% | -32.2% |
| All | +61.0% | +409.4% | -348.4% | -16.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling