+143.2%
SPXL vs CF
+227.0%
-83.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.2% | +2.0% | -0.5% |
| 7D | +0.1% | +6.0% | -6.0% | -1.3% |
| 30D | -0.9% | +14.8% | -15.7% | -4.1% |
| 3M | +2.0% | +14.1% | -12.0% | -1.6% |
| 6M | +33.5% | +28.5% | +5.0% | +19.2% |
| YTD | +32.2% | +74.9% | -42.8% | +5.0% |
| 1Y | +48.9% | +61.7% | -12.8% | +21.3% |
| 3Y | +222.9% | +80.3% | +142.5% | +144.2% |
| All | +143.2% | +227.0% | -83.8% | +32.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling