+851.5%
DE vs SPXL
+1,271.9%
-420.4%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.4% | -2.8% | -1.1% |
| 7D | -2.6% | -2.5% | 0.0% | -1.8% |
| 30D | +9.0% | -4.2% | +13.3% | +10.4% |
| 3M | +19.1% | +8.1% | +11.0% | +15.5% |
| 6M | +14.4% | +35.6% | -21.2% | +2.2% |
| YTD | +45.9% | +28.8% | +17.1% | +32.1% |
| 1Y | +43.6% | +39.8% | +3.8% | +25.5% |
| 3Y | +75.9% | +221.4% | -145.5% | +9.0% |
| 5Y | +98.8% | +146.9% | -48.2% | +22.8% |
| All | +851.5% | +1,271.9% | -420.4% | +171.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling