+236.1%
SPXL vs COO
-21.2%
+257.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -0.4% |
| 7D | +0.1% | -2.2% | +2.3% | +1.3% |
| 30D | -0.9% | -7.0% | +6.1% | +2.9% |
| 3M | +2.0% | +12.2% | -10.2% | -5.8% |
| 6M | +33.5% | -15.1% | +48.6% | +46.4% |
| YTD | +32.2% | -15.1% | +47.2% | +44.9% |
| 1Y | +48.9% | +2.3% | +46.6% | +44.7% |
| All | +236.1% | -21.2% | +257.3% | +261.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling