+101.0%
SPXL vs CF
+114.1%
-13.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.4% | -1.2% |
| 7D | +7.4% | +4.8% | +2.7% | +6.5% |
| 30D | -7.8% | +4.7% | -12.5% | -8.9% |
| 3M | -11.9% | +7.4% | -19.4% | -13.8% |
| 6M | -1.7% | +0.6% | -2.3% | -3.0% |
| YTD | +20.8% | +64.1% | -43.3% | -3.1% |
| 1Y | +25.0% | +51.4% | -26.4% | +3.1% |
| 3Y | +226.1% | +67.8% | +158.3% | +150.0% |
| All | +101.0% | +114.1% | -13.1% | +31.9% |
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