+17.2%
CME vs SPXL
+19.5%
-2.2%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | -0.2% |
| 7D | +2.7% | +9.6% | -6.9% | +3.7% |
| 30D | +13.5% | -9.8% | +23.2% | +12.4% |
| 3M | +20.9% | -9.1% | +30.0% | +19.8% |
| 6M | +11.5% | +1.1% | +10.4% | +12.2% |
| YTD | +19.5% | +22.3% | -2.8% | +21.9% |
| 1Y | +17.2% | +20.3% | -3.0% | +19.8% |
| All | +17.2% | +19.5% | -2.2% | +19.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling