-30.7%
CIFR vs SPXL
+389.4%
-420.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.2% | -2.8% | -3.1% |
| 7D | +4.8% | +7.4% | -2.6% | -0.9% |
| 30D | -31.0% | -7.8% | -23.2% | -26.1% |
| 3M | -58.7% | -11.9% | -46.8% | -53.9% |
| 6M | -67.7% | -1.7% | -66.0% | -66.7% |
| YTD | -53.5% | +20.8% | -74.3% | -58.2% |
| 1Y | -54.1% | +25.0% | -79.0% | -59.6% |
| 3Y | +138.2% | +226.1% | -87.9% | +25.6% |
| 5Y | -18.5% | +101.1% | -119.6% | -50.9% |
| All | -30.7% | +389.4% | -420.1% | -62.7% |
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