+274.2%
CME vs SPXL
+1,271.9%
-997.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.4% | -1.9% | +0.1% |
| 7D | -1.6% | -2.5% | +1.0% | -1.1% |
| 30D | +5.6% | -4.2% | +9.8% | +6.4% |
| 3M | +5.6% | +8.1% | -2.5% | +3.5% |
| 6M | -8.3% | +35.6% | -43.9% | -14.8% |
| YTD | +4.3% | +28.8% | -24.5% | -2.4% |
| 1Y | +9.1% | +39.8% | -30.7% | -0.2% |
| 3Y | +52.1% | +221.4% | -169.3% | +7.4% |
| 5Y | +79.7% | +146.9% | -67.3% | +26.1% |
| All | +274.2% | +1,271.9% | -997.6% | +27.1% |
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 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