-51.4%
CLF vs SPXL
+84.1%
-135.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.3% |
| 7D | -19.6% | -8.7% | -10.8% | -15.6% |
| 30D | -5.0% | -16.9% | +11.9% | +4.9% |
| 3M | -6.3% | -15.2% | +8.9% | +2.1% |
| 6M | +2.8% | -5.5% | +8.3% | +5.1% |
| YTD | -13.7% | +12.4% | -26.2% | -20.1% |
| 1Y | +13.6% | +16.9% | -3.3% | +2.9% |
| 3Y | -34.0% | +211.8% | -245.8% | -64.7% |
| All | -51.4% | +84.1% | -135.6% | -70.4% |
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