-99.9%
DFNS vs SPXL
+523.3%
-623.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +0.5% |
| 7D | -16.0% | +0.1% | -16.0% | -16.0% |
| 30D | -77.7% | -0.9% | -76.8% | -77.7% |
| 3M | -77.2% | +2.0% | -79.2% | -77.2% |
| 6M | -95.2% | +33.5% | -128.7% | -95.0% |
| YTD | -98.0% | +32.2% | -130.1% | -97.9% |
| 1Y | -98.3% | +48.9% | -147.2% | -98.2% |
| 3Y | -99.9% | +222.9% | -322.7% | -99.9% |
| 5Y | -99.9% | +140.7% | -240.6% | -99.9% |
| All | -99.9% | +523.3% | -623.1% | -99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling