+475.2%
COR vs SPXL
+1,117.7%
-642.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.1% |
| 7D | +2.9% | +9.6% | -6.7% | +1.0% |
| 30D | +5.8% | -9.8% | +15.6% | +7.8% |
| 3M | +11.4% | -9.1% | +20.5% | +13.1% |
| 6M | +34.5% | +1.1% | +33.3% | +32.7% |
| YTD | +4.1% | +22.3% | -18.2% | -2.1% |
| 1Y | -3.1% | +20.3% | -23.4% | -8.7% |
| 3Y | +80.9% | +229.0% | -148.1% | +27.0% |
| 5Y | +195.1% | +103.6% | +91.5% | +117.8% |
| All | +475.2% | +1,117.7% | -642.6% | +122.9% |
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