+1,110.7%
SPXL vs CG
+278.5%
+832.2%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.3% | -2.2% |
| 7D | +7.4% | +0.2% | +7.3% | +7.0% |
| 30D | -7.8% | +11.2% | -19.0% | -17.0% |
| 3M | -11.9% | -22.1% | +10.2% | +10.6% |
| 6M | -1.7% | -17.9% | +16.2% | +15.8% |
| YTD | +20.8% | -31.3% | +52.1% | +64.9% |
| 1Y | +25.0% | -24.0% | +49.0% | +53.9% |
| 3Y | +226.1% | +45.0% | +181.2% | +94.7% |
| 5Y | +101.1% | -22.6% | +123.7% | +133.1% |
| All | +1,110.7% | +278.5% | +832.2% | +334.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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