+108.5%
CSCO vs SPXL
+231.8%
-123.2%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.6% | +0.5% |
| 7D | -0.5% | +1.5% | -2.0% | -1.0% |
| 30D | -10.1% | -3.7% | -6.4% | -9.2% |
| 3M | -11.7% | +8.1% | -19.9% | -14.1% |
| 6M | +40.1% | +39.0% | +1.1% | +26.5% |
| YTD | +43.8% | +29.9% | +13.8% | +32.4% |
| 1Y | +66.6% | +46.6% | +20.0% | +47.6% |
| 3Y | +108.5% | +230.5% | -122.0% | +42.7% |
| All | +108.5% | +231.8% | -123.2% | +42.7% |
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