+8,196.4%
SPXL vs D
+302.5%
+7,893.9%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.5% | +4.3% | +4.4% |
| 7D | -3.8% | -2.4% | -1.3% | -1.0% |
| 30D | -8.8% | +9.0% | -17.8% | -18.7% |
| 3M | -7.4% | +1.0% | -8.4% | -9.7% |
| 6M | +1.8% | +11.0% | -9.2% | -13.8% |
| YTD | +23.6% | +19.8% | +3.8% | -6.5% |
| 1Y | +21.7% | +16.0% | +5.8% | -4.9% |
| 3Y | +232.4% | +74.4% | +158.1% | +35.1% |
| 5Y | +110.4% | +13.5% | +96.9% | +53.1% |
| 10Y | +1,140.4% | +48.4% | +1,092.0% | +463.3% |
| All | +8,196.4% | +302.5% | +7,893.9% | +312.6% |
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