+8,771.7%
SPXL vs COO
+1,588.2%
+7,183.5%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | +0.3% |
| 7D | +0.1% | -2.2% | +2.3% | +2.3% |
| 30D | -0.9% | -7.0% | +6.1% | +6.2% |
| 3M | +2.0% | +12.2% | -10.2% | -12.0% |
| 6M | +33.5% | -15.1% | +48.6% | +52.5% |
| YTD | +32.2% | -15.1% | +47.2% | +50.8% |
| 1Y | +48.9% | +2.3% | +46.6% | +37.7% |
| 3Y | +222.9% | -23.7% | +246.5% | +273.5% |
| 5Y | +140.7% | -38.9% | +179.6% | +273.9% |
| 10Y | +1,192.7% | +49.9% | +1,142.7% | +845.7% |
| All | +8,771.7% | +1,588.2% | +7,183.5% | +499.3% |
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