+379.9%
CSCO vs SPXL
+1,271.9%
-891.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.4% | +1.9% | +3.6% |
| 7D | +2.7% | -2.5% | +5.2% | +3.6% |
| 30D | -9.5% | -4.2% | -5.3% | -8.3% |
| 3M | -7.6% | +8.1% | -15.7% | -10.3% |
| 6M | +44.9% | +35.6% | +9.3% | +30.1% |
| YTD | +47.7% | +28.8% | +18.9% | +34.7% |
| 1Y | +69.1% | +39.8% | +29.3% | +49.4% |
| 3Y | +113.5% | +221.4% | -107.9% | +35.6% |
| 5Y | +122.8% | +146.9% | -24.2% | +41.7% |
| All | +379.9% | +1,271.9% | -891.9% | +39.0% |
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