+3,089.3%
COR vs SPXL
+7,736.1%
-4,646.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.6% | -1.6% |
| 7D | +2.8% | +0.1% | +2.7% | +2.7% |
| 30D | +4.5% | -0.9% | +5.4% | +4.6% |
| 3M | +22.7% | +2.0% | +20.6% | +21.2% |
| 6M | -9.7% | +33.5% | -43.3% | -16.3% |
| YTD | -1.4% | +32.2% | -33.6% | -8.6% |
| 1Y | +13.9% | +48.9% | -35.0% | +2.5% |
| 3Y | +94.0% | +222.9% | -128.9% | +37.9% |
| 5Y | +184.0% | +140.7% | +43.3% | +101.3% |
| 10Y | +406.8% | +1,192.7% | -785.9% | +109.9% |
| All | +3,089.3% | +7,736.1% | -4,646.8% | +635.1% |
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