+140.2%
SPXL vs CP
+34.0%
+106.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.1% |
| 7D | +1.5% | +2.4% | -1.0% | -1.2% |
| 30D | -3.7% | -0.5% | -3.1% | -3.4% |
| 3M | +8.1% | +1.4% | +6.7% | +5.0% |
| 6M | +39.0% | +10.3% | +28.7% | +21.4% |
| YTD | +29.9% | +24.3% | +5.6% | -3.3% |
| 1Y | +46.6% | +20.4% | +26.2% | +13.0% |
| 3Y | +230.5% | +21.8% | +208.7% | +142.4% |
| 5Y | +140.2% | +31.5% | +108.6% | +62.0% |
| All | +140.2% | +34.0% | +106.1% | +62.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling