+1,199.1%
SPXL vs CHD
+126.1%
+1,073.0%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.2% | +2.3% |
| 7D | -2.5% | -4.5% | +1.9% | +0.6% |
| 30D | -4.2% | -6.7% | +2.5% | +0.4% |
| 3M | +8.1% | -2.7% | +10.8% | +9.3% |
| 6M | +35.6% | -4.9% | +40.5% | +38.5% |
| YTD | +28.8% | +13.3% | +15.5% | +14.4% |
| 1Y | +39.8% | +1.0% | +38.8% | +34.1% |
| 3Y | +221.4% | +1.3% | +220.0% | +190.4% |
| 5Y | +146.9% | +20.8% | +126.1% | +84.9% |
| All | +1,199.1% | +126.1% | +1,073.0% | +577.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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