+1,298.9%
COHR vs SPXL
+1,271.9%
+27.0%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.4% | +1.7% | +2.8% |
| 7D | +8.3% | -2.5% | +10.9% | +9.9% |
| 30D | -14.1% | -4.2% | -9.9% | -12.2% |
| 3M | -16.0% | +8.1% | -24.1% | -18.9% |
| 6M | +21.5% | +35.6% | -14.1% | +3.8% |
| YTD | +65.4% | +28.8% | +36.6% | +46.1% |
| 1Y | +195.0% | +39.8% | +155.2% | +150.8% |
| 3Y | +830.2% | +221.4% | +608.8% | +423.7% |
| 5Y | +397.1% | +146.9% | +250.2% | +195.7% |
| All | +1,298.9% | +1,271.9% | +27.0% | +174.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling