+505.7%
CIFR vs SPXL
+220.2%
+285.5%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -1.4% | -7.3% | -7.1% |
| 7D | +11.3% | -1.3% | +12.6% | +13.3% |
| 30D | +3.5% | -5.0% | +8.5% | +9.7% |
| 3M | -26.6% | +7.6% | -34.2% | -32.7% |
| 6M | +18.1% | +33.6% | -15.5% | -13.4% |
| YTD | +14.5% | +28.1% | -13.6% | -11.2% |
| 1Y | +83.3% | +43.6% | +39.7% | +28.6% |
| All | +505.7% | +220.2% | +285.5% | +122.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling