+3,282.6%
CRM vs SPXL
+7,537.4%
-4,254.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.4% | -0.5% | +0.9% |
| 7D | -4.4% | -2.5% | -1.9% | -3.4% |
| 30D | +28.1% | -4.2% | +32.4% | +30.7% |
| 3M | +48.8% | +8.1% | +40.7% | +42.8% |
| 6M | +28.3% | +35.6% | -7.4% | +10.0% |
| YTD | -6.0% | +28.8% | -34.8% | -17.8% |
| 1Y | +1.4% | +39.8% | -38.4% | -15.0% |
| 3Y | +11.8% | +221.4% | -209.5% | -38.3% |
| 5Y | -2.0% | +146.9% | -148.9% | -43.5% |
| 10Y | +239.6% | +1,255.8% | -1,016.1% | -25.7% |
| All | +3,282.6% | +7,537.4% | -4,254.8% | +151.3% |
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