+76.1%
CME vs SPXL
+137.2%
-61.1%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.7% |
| 7D | -0.6% | -1.3% | +0.6% | -0.5% |
| 30D | +4.7% | -5.0% | +9.7% | +5.1% |
| 3M | +7.8% | +7.6% | +0.2% | +7.0% |
| 6M | -11.0% | +33.6% | -44.6% | -13.6% |
| YTD | +4.0% | +28.1% | -24.1% | +1.2% |
| 1Y | +9.1% | +43.6% | -34.5% | +4.7% |
| 3Y | +52.3% | +225.8% | -173.6% | +25.8% |
| 5Y | +76.1% | +140.1% | -64.0% | +47.9% |
| All | +76.1% | +137.2% | -61.1% | +47.9% |
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 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