+337.5%
COP vs SPXL
+1,239.4%
-901.8%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.8% | +2.2% | +1.0% |
| 7D | +1.0% | -6.0% | +7.0% | +3.1% |
| 30D | +9.6% | -5.8% | +15.3% | +11.5% |
| 3M | +15.0% | +10.9% | +4.2% | +9.6% |
| 6M | +21.8% | +31.9% | -10.2% | +7.1% |
| YTD | +49.6% | +25.8% | +23.9% | +33.2% |
| 1Y | +49.9% | +39.8% | +10.1% | +27.4% |
| 3Y | +22.6% | +219.9% | -197.2% | -29.0% |
| 5Y | +193.6% | +141.1% | +52.5% | +69.1% |
| All | +337.5% | +1,239.4% | -901.8% | +0.2% |
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 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