+300.3%
CME vs SPXL
+1,117.7%
-817.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.1% |
| 7D | +2.7% | +9.6% | -6.9% | +0.8% |
| 30D | +13.5% | -9.8% | +23.2% | +15.2% |
| 3M | +20.9% | -9.1% | +30.0% | +22.4% |
| 6M | +11.5% | +1.1% | +10.4% | +9.8% |
| YTD | +19.5% | +22.3% | -2.8% | +12.3% |
| 1Y | +17.2% | +20.3% | -3.0% | +10.3% |
| 3Y | +65.1% | +229.0% | -163.9% | +15.5% |
| 5Y | +73.1% | +103.6% | -30.5% | +27.7% |
| All | +300.3% | +1,117.7% | -817.5% | +35.9% |
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