+3,366.5%
COR vs SPXL
+7,063.6%
-3,697.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.2% | +4.2% | +3.2% |
| 7D | +7.8% | +7.4% | +0.4% | +6.2% |
| 30D | +7.0% | -7.8% | +14.8% | +8.6% |
| 3M | +16.3% | -11.9% | +28.2% | +18.9% |
| 6M | +41.3% | -1.7% | +43.0% | +40.2% |
| YTD | +7.1% | +20.8% | -13.7% | +0.9% |
| 1Y | -0.8% | +25.0% | -25.8% | -7.4% |
| 3Y | +85.0% | +226.1% | -141.1% | +31.0% |
| 5Y | +203.9% | +101.1% | +102.8% | +124.2% |
| 10Y | +510.3% | +1,112.6% | -602.3% | +155.5% |
| All | +3,366.5% | +7,063.6% | -3,697.2% | +711.3% |
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