-99.6%
DFNS vs SPXL
+29.9%
-129.5%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | +4.8% | -23.2% | -23.5% |
| 7D | -27.7% | -2.5% | -25.2% | -26.5% |
| 30D | -58.0% | -4.3% | -53.6% | -56.3% |
| 3M | -94.0% | -4.2% | -89.7% | -93.7% |
| 6M | -94.6% | +15.0% | -109.6% | -95.4% |
| YTD | -99.4% | +28.4% | -127.9% | -99.5% |
| 1Y | -99.6% | +30.3% | -130.0% | -99.7% |
| All | -99.6% | +29.9% | -129.5% | -99.7% |
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