+8,771.7%
SPXL vs D
+289.4%
+8,482.3%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -0.7% |
| 7D | +0.1% | +1.5% | -1.4% | -1.7% |
| 30D | -0.9% | -2.6% | +1.7% | +2.1% |
| 3M | +2.0% | 0.0% | +2.0% | +1.0% |
| 6M | +33.5% | +7.4% | +26.2% | +18.4% |
| YTD | +32.2% | +15.9% | +16.3% | +5.5% |
| 1Y | +48.9% | +18.1% | +30.8% | +13.9% |
| 3Y | +222.9% | +58.4% | +164.5% | +48.7% |
| 5Y | +140.7% | +5.2% | +135.5% | +94.8% |
| 10Y | +1,192.7% | +35.9% | +1,156.8% | +580.4% |
| All | +8,771.7% | +289.4% | +8,482.3% | +365.4% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling