-99.9%
DFNS vs SPXL
+137.2%
-237.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.4% | -3.2% | -4.7% |
| 7D | +4.6% | -1.3% | +5.9% | +4.5% |
| 30D | -73.9% | -5.0% | -68.9% | -74.0% |
| 3M | -71.7% | +7.6% | -79.3% | -71.4% |
| 6M | -94.6% | +33.6% | -128.2% | -94.4% |
| YTD | -98.1% | +28.1% | -126.2% | -98.0% |
| 1Y | -98.3% | +43.6% | -141.9% | -98.2% |
| 3Y | -99.9% | +225.8% | -325.7% | -99.9% |
| 5Y | -99.9% | +140.1% | -239.9% | -99.9% |
| All | -99.9% | +137.2% | -237.1% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling