+8,110.7%
SPXL vs COO
+1,408.7%
+6,702.0%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.1% | +0.1% |
| 7D | +9.6% | -2.1% | +11.6% | +11.8% |
| 30D | -9.8% | +13.9% | -23.7% | -21.1% |
| 3M | -9.1% | -18.9% | +9.9% | +7.9% |
| 6M | +1.1% | +3.7% | -2.6% | -9.4% |
| YTD | +22.3% | -24.1% | +46.4% | +50.6% |
| 1Y | +20.3% | -14.2% | +34.5% | +29.5% |
| 3Y | +229.0% | -24.5% | +253.4% | +268.5% |
| 5Y | +103.6% | -40.4% | +144.0% | +212.0% |
| 10Y | +1,127.6% | +40.5% | +1,087.0% | +825.7% |
| All | +8,110.7% | +1,408.7% | +6,702.0% | +498.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling