+43.6%
SPXL vs D
+17.3%
+26.4%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.3% | -1.6% |
| 7D | -1.3% | -0.4% | -0.8% | -1.3% |
| 30D | -5.0% | -2.1% | -2.9% | -5.2% |
| 3M | +7.6% | -0.7% | +8.3% | +7.4% |
| 6M | +33.6% | +5.6% | +28.0% | +33.5% |
| YTD | +28.1% | +14.6% | +13.5% | +30.8% |
| 1Y | +43.6% | +15.3% | +28.3% | +47.5% |
| All | +43.6% | +17.3% | +26.4% | +47.5% |
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