+140.1%
SPXL vs CASY
+234.8%
-94.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -14.2% | +12.8% | +6.1% |
| 7D | -1.3% | -16.5% | +15.2% | +7.9% |
| 30D | -5.0% | -26.4% | +21.4% | +10.9% |
| 3M | +7.6% | -17.3% | +24.9% | +12.5% |
| 6M | +33.6% | -5.2% | +38.8% | +25.6% |
| YTD | +28.1% | +14.1% | +14.0% | +4.4% |
| 1Y | +43.6% | +16.6% | +27.0% | +13.9% |
| 3Y | +225.8% | +163.7% | +62.1% | +21.7% |
| 5Y | +140.1% | +231.3% | -91.2% | -31.5% |
| All | +140.1% | +234.8% | -94.8% | -31.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling