+1,014.2%
CME vs SPXL
+7,227.9%
-6,213.7%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.9% | -1.7% | +1.1% |
| 7D | +2.5% | -3.8% | +6.2% | +3.2% |
| 30D | +13.9% | -8.8% | +22.7% | +16.2% |
| 3M | +22.4% | -7.4% | +29.8% | +23.9% |
| 6M | +12.9% | +1.8% | +11.1% | +10.0% |
| YTD | +19.6% | +23.6% | -4.0% | +8.4% |
| 1Y | +17.7% | +21.7% | -4.0% | +6.8% |
| 3Y | +65.3% | +232.4% | -167.1% | -1.2% |
| 5Y | +75.1% | +110.4% | -35.3% | +9.5% |
| 10Y | +305.8% | +1,140.4% | -834.6% | 0.0% |
| All | +1,014.2% | +7,227.9% | -6,213.7% | -24.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling