+46.1%
DE vs SPXL
+29.9%
+16.2%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.8% | -3.2% | +0.9% |
| 7D | +5.6% | -2.5% | +8.1% | +5.9% |
| 30D | -0.8% | -4.3% | +3.5% | -0.3% |
| 3M | +9.8% | -4.2% | +14.1% | +10.3% |
| 6M | +17.5% | +15.0% | +2.5% | +13.8% |
| YTD | +46.5% | +28.4% | +18.0% | +36.7% |
| 1Y | +46.1% | +30.3% | +15.8% | +36.0% |
| All | +46.1% | +29.9% | +16.2% | +36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXL.
Daily Out/Under-Performance
Portfolio return minus SPXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXL 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 1y: compounded portfolio wealth divided by compounded SPXL 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…
1y analysis · Full analysis span regression · 6 months rolling