+1,110.7%
SPXL vs D
+48.0%
+1,062.7%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.4% |
| 7D | +7.4% | -1.4% | +8.8% | +8.7% |
| 30D | -7.8% | +7.7% | -15.6% | -14.5% |
| 3M | -11.9% | -0.3% | -11.6% | -12.5% |
| 6M | -1.7% | +10.1% | -11.8% | -12.4% |
| YTD | +20.8% | +19.1% | +1.7% | -1.3% |
| 1Y | +25.0% | +15.9% | +9.1% | +4.1% |
| 3Y | +226.1% | +75.0% | +151.1% | +63.6% |
| 5Y | +101.1% | +13.4% | +87.7% | +67.0% |
| All | +1,110.7% | +48.0% | +1,062.7% | +900.9% |
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