+30.3%
SPXL vs D
+23.9%
+6.4%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +4.4% | +0.4% | +5.4% |
| 7D | -2.5% | +8.5% | -11.0% | -1.4% |
| 30D | -4.3% | +14.3% | -18.6% | -2.7% |
| 3M | -4.2% | +1.8% | -6.0% | -3.8% |
| 6M | +15.0% | +13.0% | +2.0% | +16.5% |
| YTD | +28.4% | +22.7% | +5.7% | +33.4% |
| 1Y | +30.3% | +22.6% | +7.7% | +35.2% |
| All | +30.3% | +23.9% | +6.4% | +35.2% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 1y: compounded portfolio wealth divided by compounded D 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…
1y analysis · Full analysis span regression · 6 months rolling