+1,087.3%
SPXL vs CASY
+539.5%
+547.8%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.8% |
| 7D | -2.9% | +5.0% | -7.8% | -6.5% |
| 30D | -12.4% | +8.2% | -20.6% | -18.0% |
| 3M | -11.8% | -18.2% | +6.4% | -0.1% |
| 6M | -1.4% | -18.6% | +17.2% | +6.0% |
| YTD | +19.0% | +26.8% | -7.8% | -14.6% |
| 1Y | +18.0% | +31.6% | -13.6% | -18.8% |
| 3Y | +220.0% | +156.5% | +63.5% | +10.6% |
| 5Y | +102.6% | +258.6% | -156.0% | -50.6% |
| 10Y | +1,087.3% | +550.3% | +537.0% | +98.9% |
| All | +1,087.3% | +539.5% | +547.8% | +98.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 CASY 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