+1,199.1%
SPXL vs CBOE
+368.5%
+830.6%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.2% | +4.7% | +3.8% |
| 7D | -2.5% | -5.8% | +3.3% | +1.0% |
| 30D | -4.2% | -3.1% | -1.1% | -2.9% |
| 3M | +8.1% | -4.8% | +12.9% | +8.6% |
| 6M | +35.6% | -0.6% | +36.2% | +28.0% |
| YTD | +28.8% | +12.8% | +16.0% | +9.8% |
| 1Y | +39.8% | +19.8% | +20.1% | +12.9% |
| 3Y | +221.4% | +86.9% | +134.4% | +59.4% |
| 5Y | +146.9% | +136.5% | +10.4% | -1.3% |
| All | +1,199.1% | +368.5% | +830.6% | +255.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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