+1,168.8%
SPXL vs CF
+589.1%
+579.6%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.7% | -2.4% | -2.0% |
| 7D | +1.5% | -0.9% | +2.4% | +1.9% |
| 30D | -3.7% | +18.1% | -21.8% | -12.2% |
| 3M | +8.1% | +23.4% | -15.3% | -4.9% |
| 6M | +39.0% | +17.1% | +21.9% | +17.9% |
| YTD | +29.9% | +76.2% | -46.3% | -14.8% |
| 1Y | +46.6% | +62.3% | -15.7% | +0.1% |
| 3Y | +230.5% | +71.8% | +158.7% | +106.4% |
| 5Y | +140.2% | +234.6% | -94.4% | -19.0% |
| 10Y | +1,168.8% | +574.3% | +594.5% | +216.2% |
| All | +1,168.8% | +589.1% | +579.6% | +216.2% |
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