+73.1%
CVX vs SPXL
+228.0%
-154.9%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.9% | +1.8% |
| 7D | +3.4% | +7.4% | -4.0% | +2.7% |
| 30D | -1.0% | -7.8% | +6.9% | -0.4% |
| 3M | +12.2% | -11.9% | +24.1% | +13.3% |
| 6M | +20.3% | -1.7% | +22.1% | +19.5% |
| YTD | +48.3% | +20.8% | +27.5% | +42.1% |
| 1Y | +46.9% | +25.0% | +21.9% | +39.6% |
| 3Y | +73.1% | +226.1% | -153.0% | +31.7% |
| All | +73.1% | +228.0% | -154.9% | +31.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling