+8,196.4%
SPXL vs CASY
+2,683.8%
+5,512.6%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +2.2% | +1.6% | +2.1% |
| 7D | -3.8% | +5.8% | -9.6% | -8.3% |
| 30D | -8.8% | +10.7% | -19.5% | -16.7% |
| 3M | -7.4% | -13.9% | +6.5% | +1.2% |
| 6M | +1.8% | -18.4% | +20.2% | +9.3% |
| YTD | +23.6% | +29.6% | -6.1% | -12.5% |
| 1Y | +21.7% | +32.8% | -11.1% | -16.4% |
| 3Y | +232.4% | +162.3% | +70.2% | +17.3% |
| 5Y | +110.4% | +265.0% | -154.6% | -45.3% |
| 10Y | +1,140.4% | +555.4% | +585.0% | +100.6% |
| All | +8,196.4% | +2,683.8% | +5,512.6% | +193.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling