+1,199.1%
SPXL vs CLX
-3.7%
+1,202.7%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.1% | +3.6% | +3.0% |
| 7D | -2.5% | -5.7% | +3.2% | +0.2% |
| 30D | -4.2% | -17.0% | +12.8% | +4.4% |
| 3M | +8.1% | -9.7% | +17.8% | +12.7% |
| 6M | +35.6% | -19.8% | +55.4% | +48.7% |
| YTD | +28.8% | -9.8% | +38.6% | +32.2% |
| 1Y | +39.8% | -26.2% | +66.0% | +58.1% |
| 3Y | +221.4% | -36.2% | +257.6% | +285.1% |
| 5Y | +146.9% | -38.3% | +185.3% | +191.6% |
| All | +1,199.1% | -3.7% | +1,202.7% | +1,023.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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