+1,108.4%
SPXL vs CF
+546.3%
+562.2%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -0.1% | +7.1% | +7.0% |
| 7D | -0.9% | -0.9% | 0.0% | -1.2% |
| 30D | -11.4% | +6.9% | -18.3% | -15.4% |
| 3M | -10.8% | +4.8% | -15.7% | -15.1% |
| 6M | -0.3% | +4.7% | -4.9% | -7.1% |
| YTD | +20.3% | +56.5% | -36.2% | -18.0% |
| 1Y | +24.7% | +48.4% | -23.7% | -12.5% |
| 3Y | +238.6% | +59.1% | +179.4% | +114.4% |
| 5Y | +100.0% | +109.5% | -9.6% | -8.8% |
| 10Y | +1,108.4% | +487.0% | +621.5% | +218.4% |
| All | +1,108.4% | +546.3% | +562.2% | +218.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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