+395.2%
COR vs SPXL
+1,271.9%
-876.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.4% | -2.2% | -0.3% |
| 7D | -2.8% | -2.5% | -0.3% | -2.3% |
| 30D | +2.6% | -4.2% | +6.8% | +3.4% |
| 3M | +14.5% | +8.1% | +6.4% | +12.0% |
| 6M | -7.8% | +35.6% | -43.4% | -14.7% |
| YTD | -4.2% | +28.8% | -33.0% | -10.5% |
| 1Y | +7.0% | +39.8% | -32.8% | -2.3% |
| 3Y | +85.5% | +221.4% | -135.9% | +30.9% |
| 5Y | +181.2% | +146.9% | +34.3% | +96.4% |
| All | +395.2% | +1,271.9% | -876.7% | +64.8% |
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