+180.9%
COR vs SPXL
+137.2%
+43.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | -0.3% |
| 7D | -3.9% | -1.3% | -2.6% | -3.8% |
| 30D | -0.3% | -5.0% | +4.7% | 0.0% |
| 3M | +15.9% | +7.6% | +8.3% | +14.9% |
| 6M | -10.3% | +33.6% | -43.9% | -13.0% |
| YTD | -3.7% | +28.1% | -31.8% | -6.4% |
| 1Y | +9.1% | +43.6% | -34.6% | +4.7% |
| 3Y | +86.6% | +225.8% | -139.3% | +57.4% |
| 5Y | +180.9% | +140.1% | +40.9% | +137.2% |
| All | +180.9% | +137.2% | +43.7% | +137.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling