+7,340.1%
SPXL vs CBOE
+1,020.3%
+6,319.7%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.1% |
| 7D | -1.3% | -0.8% | -0.5% | -0.8% |
| 30D | -5.0% | +2.7% | -7.7% | -7.3% |
| 3M | +7.6% | +0.7% | +6.9% | +3.6% |
| 6M | +33.6% | -2.0% | +35.6% | +27.2% |
| YTD | +28.1% | +17.1% | +11.0% | +5.6% |
| 1Y | +43.6% | +26.5% | +17.1% | +10.5% |
| 3Y | +225.8% | +96.1% | +129.7% | +56.9% |
| 5Y | +140.1% | +149.3% | -9.2% | -5.2% |
| 10Y | +1,248.4% | +386.5% | +861.9% | +210.9% |
| All | +7,340.1% | +1,020.3% | +6,319.7% | +555.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling