+329.9%
COP vs SPXL
+1,117.7%
-787.8%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.6% | +1.9% |
| 7D | +3.4% | +9.6% | -6.2% | +0.2% |
| 30D | -0.6% | -9.8% | +9.2% | +1.9% |
| 3M | +10.8% | -9.1% | +19.8% | +12.8% |
| 6M | +19.6% | +1.1% | +18.5% | +15.7% |
| YTD | +52.9% | +22.3% | +30.6% | +35.8% |
| 1Y | +62.2% | +20.3% | +41.9% | +44.4% |
| 3Y | +32.4% | +229.0% | -196.6% | -24.6% |
| 5Y | +129.7% | +103.6% | +26.1% | +41.3% |
| All | +329.9% | +1,117.7% | -787.8% | +4.6% |
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 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