-27.1%
CMCSA vs SPXL
+228.0%
-255.1%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.7% | +1.6% |
| 7D | +3.2% | +7.4% | -4.3% | +2.0% |
| 30D | +19.5% | -7.8% | +27.4% | +20.6% |
| 3M | -2.4% | -11.9% | +9.5% | -0.9% |
| 6M | +3.8% | -1.7% | +5.6% | +3.2% |
| YTD | -5.4% | +20.8% | -26.2% | -9.8% |
| 1Y | +1.1% | +25.0% | -23.9% | -4.4% |
| 3Y | -27.1% | +226.1% | -253.3% | -46.1% |
| All | -27.1% | +228.0% | -255.1% | -46.1% |
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