+3,266.9%
COR vs SPXL
+7,152.3%
-3,885.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.1% |
| 7D | +2.9% | +9.6% | -6.7% | +0.9% |
| 30D | +5.8% | -9.8% | +15.6% | +7.8% |
| 3M | +11.4% | -9.1% | +20.5% | +13.2% |
| 6M | +34.5% | +1.1% | +33.3% | +32.6% |
| YTD | +4.1% | +22.3% | -18.2% | -2.2% |
| 1Y | -3.1% | +20.3% | -23.4% | -8.8% |
| 3Y | +80.9% | +229.0% | -148.1% | +27.9% |
| 5Y | +195.1% | +103.6% | +91.5% | +117.2% |
| 10Y | +492.7% | +1,127.6% | -634.8% | +147.5% |
| All | +3,266.9% | +7,152.3% | -3,885.4% | +686.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling