+1,248.4%
SPXL vs D
+34.1%
+1,214.3%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.3% | +0.1% |
| 7D | -1.3% | -0.4% | -0.8% | -0.9% |
| 30D | -5.0% | -2.1% | -2.9% | -3.3% |
| 3M | +7.6% | -0.7% | +8.3% | +7.7% |
| 6M | +33.6% | +5.6% | +28.0% | +24.3% |
| YTD | +28.1% | +14.6% | +13.5% | +9.4% |
| 1Y | +43.6% | +15.3% | +28.3% | +20.4% |
| 3Y | +225.8% | +59.1% | +166.7% | +81.0% |
| 5Y | +140.1% | +3.9% | +136.1% | +119.4% |
| 10Y | +1,248.4% | +38.5% | +1,209.9% | +1,030.0% |
| All | +1,248.4% | +34.1% | +1,214.3% | +1,030.0% |
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