+127.6%
CLF vs SPXL
+1,177.5%
-1,049.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -0.8% |
| 7D | -2.7% | -1.3% | -1.4% | -2.0% |
| 30D | -3.2% | -5.0% | +1.8% | -0.5% |
| 3M | -5.0% | +7.6% | -12.5% | -9.4% |
| 6M | +26.6% | +33.6% | -7.0% | +7.4% |
| YTD | -9.0% | +28.1% | -37.1% | -21.1% |
| 1Y | +11.8% | +43.6% | -31.8% | -8.3% |
| 3Y | -15.1% | +225.8% | -240.9% | -57.1% |
| 5Y | -48.2% | +140.1% | -188.3% | -72.0% |
| 10Y | +127.6% | +1,248.4% | -1,120.8% | -71.9% |
| All | +127.6% | +1,177.5% | -1,049.9% | -71.9% |
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 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