+7,886.5%
SPXL vs CF
+1,301.4%
+6,585.1%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.6% | -3.7% | -2.7% |
| 7D | -2.9% | +4.8% | -7.6% | -6.5% |
| 30D | -12.4% | +9.7% | -22.1% | -18.5% |
| 3M | -11.8% | +1.2% | -13.0% | -15.0% |
| 6M | -1.4% | +7.4% | -8.8% | -10.9% |
| YTD | +19.0% | +60.5% | -41.6% | -24.0% |
| 1Y | +18.0% | +50.7% | -32.8% | -21.8% |
| 3Y | +220.0% | +64.8% | +155.2% | +87.9% |
| 5Y | +102.6% | +115.8% | -13.2% | -13.6% |
| 10Y | +1,087.3% | +481.0% | +606.2% | +133.4% |
| All | +7,886.5% | +1,301.4% | +6,585.1% | +354.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling