+23.4%
DIS vs SPXL
+1,195.9%
-1,172.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.4% | +0.3% |
| 7D | -1.1% | +1.5% | -2.5% | -1.6% |
| 30D | +0.1% | -3.7% | +3.8% | +1.3% |
| 3M | +7.1% | +8.1% | -1.0% | +3.6% |
| 6M | +4.3% | +39.0% | -34.8% | -8.0% |
| YTD | -6.9% | +29.9% | -36.9% | -16.2% |
| 1Y | -10.3% | +46.6% | -56.9% | -22.9% |
| 3Y | +32.8% | +230.5% | -197.7% | -18.4% |
| 5Y | -41.5% | +140.2% | -181.6% | -62.7% |
| All | +23.4% | +1,195.9% | -1,172.5% | -59.0% |
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 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