+887.6%
CME vs SPXL
+7,736.1%
-6,848.5%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.1% |
| 7D | -1.6% | +0.1% | -1.6% | -1.6% |
| 30D | +6.2% | -0.9% | +7.1% | +6.4% |
| 3M | +10.4% | +2.0% | +8.4% | +8.7% |
| 6M | -9.5% | +33.5% | -43.0% | -18.7% |
| YTD | +6.0% | +32.2% | -26.1% | -4.9% |
| 1Y | +9.3% | +48.9% | -39.6% | -6.3% |
| 3Y | +57.7% | +222.9% | -165.2% | -4.3% |
| 5Y | +77.7% | +140.7% | -63.0% | +6.8% |
| 10Y | +281.2% | +1,192.7% | -911.4% | -6.4% |
| All | +887.6% | +7,736.1% | -6,848.5% | -33.6% |
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