+8,771.7%
SPXL vs D
+289.4%
+8,482.3%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | +0.5% |
| 7D | +0.1% | +0.4% | -0.4% | -0.5% |
| 30D | -0.9% | -3.6% | +2.7% | +3.4% |
| 3M | +2.0% | -1.0% | +3.0% | +2.2% |
| 6M | +33.5% | +6.3% | +27.2% | +19.9% |
| YTD | +32.2% | +14.7% | +17.4% | +6.8% |
| 1Y | +48.9% | +16.9% | +32.0% | +15.3% |
| 3Y | +222.9% | +56.8% | +166.1% | +50.5% |
| 5Y | +140.7% | +5.2% | +135.5% | +94.3% |
| 10Y | +1,192.7% | +35.9% | +1,156.8% | +578.5% |
| All | +8,771.7% | +289.4% | +8,482.3% | +364.1% |
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