+65.3%
CME vs SPXL
+235.5%
-170.2%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.9% | -1.7% | +2.4% |
| 7D | +2.5% | -3.8% | +6.2% | +2.3% |
| 30D | +13.9% | -8.8% | +22.7% | +13.6% |
| 3M | +22.4% | -7.4% | +29.8% | +22.1% |
| 6M | +12.9% | +1.8% | +11.1% | +13.2% |
| YTD | +19.6% | +23.6% | -4.0% | +20.7% |
| 1Y | +17.7% | +21.7% | -4.0% | +18.7% |
| All | +65.3% | +235.5% | -170.2% | +71.4% |
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 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