+1,248.4%
SPXL vs CP
+224.3%
+1,024.1%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.3% | +0.1% |
| 7D | -1.3% | +0.6% | -1.9% | -2.0% |
| 30D | -5.0% | -0.5% | -4.5% | -4.7% |
| 3M | +7.6% | +0.1% | +7.5% | +5.7% |
| 6M | +33.6% | +7.8% | +25.8% | +17.7% |
| YTD | +28.1% | +22.9% | +5.2% | -7.3% |
| 1Y | +43.6% | +21.3% | +22.3% | +5.1% |
| 3Y | +225.8% | +20.4% | +205.5% | +133.1% |
| 5Y | +140.1% | +34.9% | +105.1% | +51.3% |
| 10Y | +1,248.4% | +233.3% | +1,015.0% | +221.8% |
| All | +1,248.4% | +224.3% | +1,024.1% | +221.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 10y: compounded portfolio wealth divided by compounded CP 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…
10y analysis · Full analysis span regression · 6 months rolling