-100.0%
DFNS vs SPXL
+235.5%
-335.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +3.9% | +8.8% | +13.1% |
| 7D | -13.0% | -3.8% | -9.2% | -13.5% |
| 30D | -56.9% | -8.8% | -48.1% | -57.4% |
| 3M | -93.2% | -7.4% | -85.8% | -93.3% |
| 6M | -95.4% | +1.8% | -97.2% | -95.4% |
| YTD | -99.5% | +23.6% | -123.1% | -99.5% |
| 1Y | -99.6% | +21.7% | -121.4% | -99.6% |
| All | -100.0% | +235.5% | -335.5% | -100.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling