+140.1%
SPXL vs CG
+5.5%
+134.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.0% | +2.6% | +2.2% |
| 7D | -1.3% | -6.4% | +5.1% | +4.7% |
| 30D | -5.0% | -7.1% | +2.1% | +0.9% |
| 3M | +7.6% | -1.6% | +9.2% | +7.8% |
| 6M | +33.6% | -8.3% | +41.9% | +41.5% |
| YTD | +28.1% | -23.8% | +51.9% | +58.1% |
| 1Y | +43.6% | -28.7% | +72.4% | +86.5% |
| 3Y | +225.8% | +49.2% | +176.7% | +92.3% |
| 5Y | +140.1% | +5.5% | +134.5% | +100.5% |
| All | +140.1% | +5.5% | +134.5% | +100.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling