+1,021.6%
CME vs SPXL
+7,063.6%
-6,042.0%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.1% |
| 7D | +3.9% | +7.4% | -3.5% | +1.7% |
| 30D | +11.3% | -7.8% | +19.2% | +13.2% |
| 3M | +19.6% | -11.9% | +31.5% | +22.9% |
| 6M | +8.1% | -1.7% | +9.8% | +6.4% |
| YTD | +20.4% | +20.8% | -0.4% | +9.9% |
| 1Y | +16.5% | +25.0% | -8.5% | +4.9% |
| 3Y | +66.4% | +226.1% | -159.7% | 0.0% |
| 5Y | +74.5% | +101.1% | -26.6% | +10.7% |
| 10Y | +308.5% | +1,112.6% | -804.1% | +1.4% |
| All | +1,021.6% | +7,063.6% | -6,042.0% | -23.2% |
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