+237.6%
SPXL vs D
+63.9%
+173.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.1% |
| 7D | +0.1% | +1.5% | -1.4% | -0.3% |
| 30D | -0.9% | -2.6% | +1.7% | -0.2% |
| 3M | +2.0% | 0.0% | +2.0% | +1.8% |
| 6M | +33.5% | +7.4% | +26.2% | +30.0% |
| YTD | +32.2% | +15.9% | +16.3% | +25.1% |
| 1Y | +48.9% | +18.1% | +30.8% | +39.4% |
| All | +237.6% | +63.9% | +173.8% | +166.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling