+114.8%
CSCO vs SPXL
+137.2%
-22.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.7% | +0.6% |
| 7D | 0.0% | -1.3% | +1.3% | +0.3% |
| 30D | -10.7% | -5.0% | -5.7% | -9.5% |
| 3M | -8.7% | +7.6% | -16.3% | -11.0% |
| 6M | +44.9% | +33.6% | +11.3% | +32.6% |
| YTD | +44.1% | +28.1% | +16.0% | +33.4% |
| 1Y | +65.9% | +43.6% | +22.2% | +48.1% |
| 3Y | +109.0% | +225.8% | -116.8% | +42.4% |
| 5Y | +114.8% | +140.1% | -25.3% | +47.2% |
| All | +114.8% | +137.2% | -22.4% | +47.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling