+8,771.7%
SPXL vs CLX
+158.0%
+8,613.7%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -0.2% |
| 7D | +0.1% | -9.2% | +9.3% | +8.0% |
| 30D | -0.9% | -11.0% | +10.2% | +8.6% |
| 3M | +2.0% | +5.0% | -3.0% | -4.1% |
| 6M | +33.5% | -18.8% | +52.3% | +53.1% |
| YTD | +32.2% | -4.4% | +36.6% | +30.5% |
| 1Y | +48.9% | -21.9% | +70.7% | +72.6% |
| 3Y | +222.9% | -32.8% | +255.6% | +308.5% |
| 5Y | +140.7% | -34.6% | +175.3% | +190.2% |
| 10Y | +1,192.7% | -4.7% | +1,197.4% | +625.2% |
| All | +8,771.7% | +158.0% | +8,613.7% | +704.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling