+226.1%
SPXL vs CLX
-6.4%
+232.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.2% | -2.4% | -1.5% |
| 7D | +7.4% | +9.5% | -2.1% | +4.9% |
| 30D | -7.8% | +30.7% | -38.5% | -14.0% |
| 3M | -11.9% | +4.2% | -16.2% | -13.1% |
| 6M | -1.7% | +22.1% | -23.8% | -7.3% |
| YTD | +20.8% | +14.1% | +6.7% | +15.6% |
| 1Y | +25.0% | +10.3% | +14.7% | +20.9% |
| 3Y | +226.1% | -7.8% | +233.9% | +236.4% |
| All | +226.1% | -6.4% | +232.5% | +236.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling