+143.5%
SPXL vs COO
-40.5%
+184.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.7% | +1.1% | +0.7% |
| 7D | +1.5% | -2.3% | +3.7% | +3.5% |
| 30D | -3.7% | -8.8% | +5.1% | +4.1% |
| 3M | +8.1% | +1.3% | +6.8% | +5.3% |
| 6M | +39.0% | -11.6% | +50.6% | +52.1% |
| YTD | +29.9% | -17.4% | +47.4% | +51.5% |
| 1Y | +46.6% | -1.6% | +48.2% | +42.0% |
| 3Y | +230.5% | -22.6% | +253.2% | +266.9% |
| All | +143.5% | -40.5% | +184.0% | +285.2% |
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 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