+97.5%
CSCO vs SPXL
+228.0%
-130.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -1.2% | -5.0% | -5.9% |
| 7D | +1.9% | +7.4% | -5.5% | -0.4% |
| 30D | -15.8% | -7.8% | -8.0% | -13.8% |
| 3M | -15.4% | -11.9% | -3.5% | -12.2% |
| 6M | -5.4% | -1.7% | -3.7% | -5.2% |
| YTD | +26.5% | +20.8% | +5.6% | +19.0% |
| 1Y | +25.9% | +25.0% | +0.9% | +17.2% |
| 3Y | +97.5% | +226.1% | -128.6% | +29.6% |
| All | +97.5% | +228.0% | -130.5% | +29.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling