+879.4%
CSCO vs SPXL
+7,736.1%
-6,856.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.8% | +1.0% |
| 7D | -0.7% | +0.1% | -0.7% | -0.7% |
| 30D | -10.1% | -0.9% | -9.2% | -10.0% |
| 3M | -15.7% | +2.0% | -17.7% | -16.6% |
| 6M | +36.3% | +33.5% | +2.8% | +22.4% |
| YTD | +43.8% | +32.2% | +11.7% | +29.6% |
| 1Y | +63.9% | +48.9% | +15.0% | +41.0% |
| 3Y | +104.4% | +222.9% | -118.5% | +27.4% |
| 5Y | +111.4% | +140.7% | -29.4% | +33.1% |
| 10Y | +361.7% | +1,192.7% | -831.0% | +32.7% |
| All | +879.4% | +7,736.1% | -6,856.7% | +5.2% |
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 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