+87.8%
DT vs SPXL
+420.7%
-332.9%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | +0.3% |
| 7D | +3.1% | +7.4% | -4.3% | +0.1% |
| 30D | -29.5% | -7.8% | -21.7% | -27.5% |
| 3M | -11.7% | -11.9% | +0.2% | -7.6% |
| 6M | +29.0% | -1.7% | +30.7% | +28.0% |
| YTD | +3.4% | +20.8% | -17.4% | -6.9% |
| 1Y | -4.2% | +25.0% | -29.2% | -15.2% |
| 3Y | -12.8% | +226.1% | -239.0% | -52.0% |
| 5Y | -39.6% | +101.1% | -140.7% | -61.9% |
| All | +87.8% | +420.7% | -332.9% | -28.3% |
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