+8,623.5%
SPXL vs CHD
+719.3%
+7,904.1%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.0% | +0.4% | +0.4% |
| 7D | +1.5% | -2.9% | +4.4% | +4.6% |
| 30D | -3.7% | -6.2% | +2.5% | +2.5% |
| 3M | +8.1% | +1.6% | +6.6% | +4.6% |
| 6M | +39.0% | -3.5% | +42.6% | +40.6% |
| YTD | +29.9% | +16.2% | +13.7% | +5.9% |
| 1Y | +46.6% | +3.4% | +43.2% | +33.0% |
| 3Y | +230.5% | +4.6% | +225.9% | +170.7% |
| 5Y | +140.2% | +21.1% | +119.0% | +57.0% |
| 10Y | +1,168.8% | +126.5% | +1,042.2% | +219.6% |
| All | +8,623.5% | +719.3% | +7,904.1% | +132.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling