+8,771.7%
SPXL vs CF
+1,427.3%
+7,344.4%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.2% | +2.0% | +0.8% |
| 7D | +0.1% | +6.0% | -6.0% | -3.7% |
| 30D | -0.9% | +14.8% | -15.7% | -9.8% |
| 3M | +2.0% | +14.1% | -12.0% | -8.1% |
| 6M | +33.5% | +28.5% | +5.0% | +2.7% |
| YTD | +32.2% | +74.9% | -42.8% | -18.1% |
| 1Y | +48.9% | +61.7% | -12.8% | -3.8% |
| 3Y | +222.9% | +80.3% | +142.5% | +82.0% |
| 5Y | +140.7% | +226.0% | -85.3% | -22.7% |
| 10Y | +1,192.7% | +569.9% | +622.8% | +133.2% |
| All | +8,771.7% | +1,427.3% | +7,344.4% | +390.1% |
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