-46.7%
CMCSA vs SPXL
+132.3%
-179.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.8% | +4.2% | +2.8% |
| 7D | -5.6% | -6.0% | +0.4% | -4.2% |
| 30D | -1.9% | -5.8% | +3.9% | -0.6% |
| 3M | +6.4% | +10.9% | -4.4% | +3.6% |
| 6M | -16.9% | +31.9% | -48.8% | -22.9% |
| YTD | -6.8% | +25.8% | -32.5% | -12.8% |
| 1Y | -15.9% | +39.8% | -55.7% | -23.7% |
| 3Y | -33.4% | +219.9% | -253.3% | -53.6% |
| 5Y | -46.7% | +141.1% | -187.8% | -64.4% |
| All | -46.7% | +132.3% | -179.0% | -64.4% |
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