+1,140.4%
SPXL vs COO
+40.2%
+1,100.2%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.0% | +4.9% | +4.9% |
| 7D | -3.8% | -2.3% | -1.5% | -1.2% |
| 30D | -8.8% | +13.3% | -22.1% | -20.3% |
| 3M | -7.4% | -18.1% | +10.7% | +10.0% |
| 6M | +1.8% | +6.7% | -4.9% | -12.5% |
| YTD | +23.6% | -23.2% | +46.8% | +53.0% |
| 1Y | +21.7% | -12.3% | +34.0% | +28.4% |
| 3Y | +232.4% | -23.6% | +256.0% | +259.9% |
| 5Y | +110.4% | -38.7% | +149.1% | +219.0% |
| 10Y | +1,140.4% | +42.2% | +1,098.2% | +960.2% |
| All | +1,140.4% | +40.2% | +1,100.2% | +960.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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