+220.0%
SPXL vs COO
-22.2%
+242.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.6% | -0.9% |
| 7D | -2.9% | +4.5% | -7.4% | -4.7% |
| 30D | -12.4% | +16.9% | -29.3% | -18.7% |
| 3M | -11.8% | -16.7% | +4.9% | -3.8% |
| 6M | -1.4% | +5.9% | -7.4% | -7.3% |
| YTD | +19.0% | -22.4% | +41.4% | +35.4% |
| 1Y | +18.0% | -10.1% | +28.1% | +22.7% |
| 3Y | +220.0% | -22.8% | +242.8% | +245.0% |
| All | +220.0% | -22.2% | +242.2% | +245.0% |
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