+1,087.3%
SPXL vs D
+44.7%
+1,042.5%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.3% |
| 7D | -2.9% | +2.4% | -5.2% | -4.9% |
| 30D | -12.4% | +10.9% | -23.3% | -20.9% |
| 3M | -11.8% | +2.8% | -14.6% | -14.8% |
| 6M | -1.4% | +12.7% | -14.1% | -14.0% |
| YTD | +19.0% | +20.3% | -1.4% | -3.7% |
| 1Y | +18.0% | +17.1% | +0.8% | -2.6% |
| 3Y | +220.0% | +75.1% | +144.9% | +60.8% |
| 5Y | +102.6% | +13.1% | +89.4% | +69.2% |
| 10Y | +1,087.3% | +48.3% | +1,039.0% | +874.6% |
| All | +1,087.3% | +44.7% | +1,042.5% | +874.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling