+102.6%
SPXL vs COO
-41.3%
+143.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.6% | -0.7% |
| 7D | -2.9% | +4.5% | -7.4% | -6.0% |
| 30D | -12.4% | +16.9% | -29.3% | -23.1% |
| 3M | -11.8% | -16.7% | +4.9% | +0.7% |
| 6M | -1.4% | +5.9% | -7.4% | -11.8% |
| YTD | +19.0% | -22.4% | +41.4% | +42.9% |
| 1Y | +18.0% | -10.1% | +28.1% | +22.2% |
| 3Y | +220.0% | -22.8% | +242.8% | +236.8% |
| 5Y | +102.6% | -41.4% | +144.0% | +200.9% |
| All | +102.6% | -41.3% | +143.8% | +200.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling