+1,110.7%
SPXL vs CFG
+216.2%
+894.5%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.8% |
| 7D | +7.4% | +3.2% | +4.2% | +4.6% |
| 30D | -7.8% | +5.1% | -13.0% | -11.5% |
| 3M | -11.9% | -11.2% | -0.7% | -2.0% |
| 6M | -1.7% | +9.6% | -11.3% | -10.0% |
| YTD | +20.8% | +15.0% | +5.8% | +5.5% |
| 1Y | +25.0% | +29.9% | -4.9% | -2.3% |
| 3Y | +226.1% | +192.1% | +34.0% | +21.0% |
| 5Y | +101.1% | +62.3% | +38.8% | +28.7% |
| All | +1,110.7% | +216.2% | +894.5% | +404.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 10y: compounded portfolio wealth divided by compounded CFG 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…
10y analysis · Full analysis span regression · 6 months rolling