+100.0%
SPXL vs CF
+112.3%
-12.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -0.1% | +7.1% | +7.0% |
| 7D | -0.9% | -0.9% | 0.0% | -0.9% |
| 30D | -11.4% | +6.9% | -18.3% | -12.9% |
| 3M | -10.8% | +4.8% | -15.7% | -12.5% |
| 6M | -0.3% | +4.7% | -4.9% | -3.1% |
| YTD | +20.3% | +56.5% | -36.2% | -2.7% |
| 1Y | +24.7% | +48.4% | -23.7% | +2.7% |
| 3Y | +238.6% | +59.1% | +179.4% | +162.2% |
| 5Y | +100.0% | +109.5% | -9.6% | +28.0% |
| All | +100.0% | +112.3% | -12.3% | +28.0% |
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