+195.8%
COR vs SPXL
+108.4%
+87.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.9% | -3.5% | 0.0% |
| 7D | -1.2% | -3.8% | +2.6% | -0.9% |
| 30D | +7.6% | -8.8% | +16.4% | +8.3% |
| 3M | +5.0% | -7.4% | +12.4% | +5.5% |
| 6M | +35.3% | +1.8% | +33.5% | +34.6% |
| YTD | +4.2% | +23.6% | -19.4% | +1.6% |
| 1Y | -3.4% | +21.7% | -25.2% | -5.8% |
| 3Y | +81.1% | +232.4% | -151.3% | +52.9% |
| 5Y | +195.8% | +110.4% | +85.4% | +155.2% |
| All | +195.8% | +108.4% | +87.4% | +155.2% |
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