+8,010.4%
SPXL vs CHD
+861.7%
+7,148.7%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.6% | -2.7% |
| 7D | +7.4% | +3.6% | +3.8% | +3.6% |
| 30D | -7.8% | +10.4% | -18.2% | -17.2% |
| 3M | -11.9% | +12.2% | -24.1% | -22.6% |
| 6M | -1.7% | +19.9% | -21.6% | -21.0% |
| YTD | +20.8% | +36.4% | -15.6% | -17.1% |
| 1Y | +25.0% | +35.1% | -10.1% | -13.9% |
| 3Y | +226.1% | +29.2% | +196.9% | +113.9% |
| 5Y | +101.1% | +33.4% | +67.7% | +20.7% |
| 10Y | +1,112.6% | +195.0% | +917.5% | +120.0% |
| All | +8,010.4% | +861.7% | +7,148.7% | +81.7% |
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