-99.9%
DFNS vs SPXL
+493.1%
-593.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.8% | +3.4% | +1.4% |
| 7D | -3.3% | -6.0% | +2.7% | -3.7% |
| 30D | -73.1% | -5.8% | -67.3% | -73.2% |
| 3M | -71.4% | +10.9% | -82.2% | -71.0% |
| 6M | -93.8% | +31.9% | -125.8% | -93.6% |
| YTD | -98.0% | +25.8% | -123.8% | -98.0% |
| 1Y | -98.2% | +39.8% | -137.9% | -98.1% |
| 3Y | -99.9% | +219.9% | -319.7% | -99.9% |
| 5Y | -99.9% | +141.1% | -240.9% | -99.9% |
| All | -99.9% | +493.1% | -593.0% | -99.9% |
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