+761.1%
CSCO vs SPXL
+7,063.6%
-6,302.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -1.2% | -5.0% | -5.8% |
| 7D | +1.9% | +7.4% | -5.5% | -0.5% |
| 30D | -15.8% | -7.8% | -8.0% | -13.6% |
| 3M | -15.4% | -11.9% | -3.5% | -11.8% |
| 6M | -5.4% | -1.7% | -3.7% | -5.3% |
| YTD | +26.5% | +20.8% | +5.6% | +17.3% |
| 1Y | +25.9% | +25.0% | +0.9% | +15.3% |
| 3Y | +97.5% | +226.1% | -128.6% | +23.1% |
| 5Y | +93.0% | +101.1% | -8.1% | +29.7% |
| 10Y | +308.6% | +1,112.6% | -803.9% | +20.2% |
| All | +761.1% | +7,063.6% | -6,302.5% | -4.7% |
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 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