+606.1%
COST vs SPXL
+1,271.9%
-665.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.4% | -2.2% | -0.3% |
| 7D | -1.2% | -2.5% | +1.3% | -0.6% |
| 30D | -4.7% | -4.2% | -0.5% | -3.8% |
| 3M | -7.1% | +8.1% | -15.2% | -9.3% |
| 6M | -8.5% | +35.6% | -44.1% | -16.0% |
| YTD | +5.4% | +28.8% | -23.4% | -2.3% |
| 1Y | -5.6% | +39.8% | -45.5% | -14.7% |
| 3Y | +68.5% | +221.4% | -152.9% | +18.8% |
| 5Y | +105.2% | +146.9% | -41.7% | +45.7% |
| All | +606.1% | +1,271.9% | -665.8% | +199.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling