+29.3%
CIFR vs SPXL
+137.2%
-107.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -1.4% | -7.3% | -7.5% |
| 7D | +11.3% | -1.3% | +12.6% | +12.9% |
| 30D | +3.5% | -5.0% | +8.5% | +8.2% |
| 3M | -26.6% | +7.6% | -34.2% | -31.0% |
| 6M | +18.1% | +33.6% | -15.5% | -5.8% |
| YTD | +14.5% | +28.1% | -13.6% | -4.5% |
| 1Y | +83.3% | +43.6% | +39.7% | +42.3% |
| 3Y | +461.5% | +225.8% | +235.6% | +161.3% |
| 5Y | +29.3% | +140.1% | -110.8% | -37.2% |
| All | +29.3% | +137.2% | -107.9% | -37.2% |
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