+6.1%
CMCSA vs SPXL
+1,271.9%
-1,265.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.4% | -2.3% | -0.5% |
| 7D | -4.9% | -2.5% | -2.3% | -4.2% |
| 30D | -1.1% | -4.2% | +3.2% | 0.0% |
| 3M | +6.6% | +8.1% | -1.5% | +3.9% |
| 6M | -15.5% | +35.6% | -51.1% | -23.3% |
| YTD | -6.7% | +28.8% | -35.5% | -14.4% |
| 1Y | -15.6% | +39.8% | -55.4% | -24.8% |
| 3Y | -33.7% | +221.4% | -255.1% | -56.0% |
| 5Y | -46.6% | +146.9% | -193.6% | -64.6% |
| All | +6.1% | +1,271.9% | -1,265.8% | -63.9% |
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