+2,319.9%
COST vs SPXL
+7,495.8%
-5,175.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.5% |
| 7D | -2.8% | -1.3% | -1.5% | -2.5% |
| 30D | -5.3% | -5.0% | -0.3% | -4.2% |
| 3M | -6.7% | +7.6% | -14.2% | -8.8% |
| 6M | -9.9% | +33.6% | -43.5% | -16.8% |
| YTD | +5.1% | +28.1% | -23.0% | -2.3% |
| 1Y | -7.3% | +43.6% | -50.9% | -16.5% |
| 3Y | +70.4% | +225.8% | -155.4% | +21.7% |
| 5Y | +104.4% | +140.1% | -35.6% | +48.7% |
| 10Y | +609.0% | +1,248.4% | -639.4% | +205.4% |
| All | +2,319.9% | +7,495.8% | -5,175.9% | +454.1% |
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