+34.2%
CVS vs SPXL
+132.3%
-98.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | +0.2% |
| 7D | -2.0% | -6.0% | +4.0% | -1.1% |
| 30D | +1.9% | -5.8% | +7.7% | +2.8% |
| 3M | -2.2% | +10.9% | -13.0% | -4.0% |
| 6M | +26.7% | +31.9% | -5.2% | +20.5% |
| YTD | +22.9% | +25.8% | -2.9% | +17.4% |
| 1Y | +32.9% | +39.8% | -6.9% | +24.5% |
| 3Y | +62.3% | +219.9% | -157.6% | +26.7% |
| 5Y | +34.2% | +141.1% | -106.8% | +3.1% |
| All | +34.2% | +132.3% | -98.1% | +3.1% |
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