+683.8%
CTAS vs SPXL
+1,177.5%
-493.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | +0.2% |
| 7D | +1.0% | -1.3% | +2.3% | +1.4% |
| 30D | -1.1% | -5.0% | +3.9% | +0.5% |
| 3M | +11.5% | +7.6% | +3.9% | +7.7% |
| 6M | +0.2% | +33.6% | -33.4% | -11.0% |
| YTD | +7.2% | +28.1% | -20.9% | -3.9% |
| 1Y | 0.0% | +43.6% | -43.6% | -14.5% |
| 3Y | +65.9% | +225.8% | -159.9% | -1.5% |
| 5Y | +109.6% | +140.1% | -30.5% | +27.3% |
| 10Y | +683.8% | +1,248.4% | -564.6% | +102.6% |
| All | +683.8% | +1,177.5% | -493.8% | +102.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling