+7,977.0%
SPXL vs D
+303.6%
+7,673.4%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -0.5% | +7.5% | +7.6% |
| 7D | -0.9% | +0.8% | -1.6% | -1.9% |
| 30D | -11.4% | +10.7% | -22.1% | -22.5% |
| 3M | -10.8% | +2.3% | -13.1% | -14.4% |
| 6M | -0.3% | +12.5% | -12.8% | -16.9% |
| YTD | +20.3% | +20.1% | +0.2% | -9.2% |
| 1Y | +24.7% | +15.6% | +9.2% | -2.2% |
| 3Y | +238.6% | +75.2% | +163.4% | +36.8% |
| 5Y | +100.0% | +14.6% | +85.4% | +43.5% |
| 10Y | +1,108.4% | +43.8% | +1,064.7% | +481.5% |
| All | +7,977.0% | +303.6% | +7,673.4% | +300.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling