-35.3%
CMCSA vs SPXL
+220.2%
-255.5%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.4% | -5.2% | -6.4% |
| 7D | -8.3% | -1.3% | -7.0% | -8.1% |
| 30D | -2.4% | -5.0% | +2.6% | -1.6% |
| 3M | +4.5% | +7.6% | -3.1% | +2.9% |
| 6M | -18.8% | +33.6% | -52.4% | -23.6% |
| YTD | -8.9% | +28.1% | -37.0% | -13.9% |
| 1Y | -18.3% | +43.6% | -61.9% | -25.0% |
| All | -35.3% | +220.2% | -255.5% | -56.3% |
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