+1,248.4%
SPXL vs COO
+36.7%
+1,211.7%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -6.2% | +4.8% | +5.2% |
| 7D | -1.3% | -9.0% | +7.7% | +8.7% |
| 30D | -5.0% | -16.8% | +11.8% | +14.8% |
| 3M | +7.6% | -7.5% | +15.1% | +14.5% |
| 6M | +33.6% | -16.3% | +49.9% | +55.7% |
| YTD | +28.1% | -22.5% | +50.6% | +62.5% |
| 1Y | +43.6% | -7.0% | +50.6% | +45.0% |
| 3Y | +225.8% | -27.5% | +253.3% | +291.2% |
| 5Y | +140.1% | -43.3% | +183.4% | +316.0% |
| 10Y | +1,248.4% | +37.6% | +1,210.8% | +1,062.9% |
| All | +1,248.4% | +36.7% | +1,211.7% | +1,062.9% |
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