+170.6%
CVX vs SPXL
+132.3%
+38.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | -0.2% |
| 7D | +0.7% | -6.0% | +6.7% | +1.7% |
| 30D | +9.1% | -5.8% | +14.9% | +10.1% |
| 3M | +13.1% | +10.9% | +2.2% | +10.6% |
| 6M | +16.3% | +31.9% | -15.6% | +9.4% |
| YTD | +43.5% | +25.8% | +17.7% | +36.0% |
| 1Y | +40.2% | +39.8% | +0.4% | +29.5% |
| 3Y | +44.2% | +219.9% | -175.6% | +9.2% |
| 5Y | +170.6% | +141.1% | +29.5% | +99.6% |
| All | +170.6% | +132.3% | +38.3% | +99.6% |
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 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