+1,110.7%
SPXL vs DD
+97.1%
+1,013.5%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -0.6% |
| 7D | +7.4% | +5.0% | +2.5% | +1.9% |
| 30D | -7.8% | +19.7% | -27.5% | -24.8% |
| 3M | -11.9% | +7.2% | -19.1% | -19.2% |
| 6M | -1.7% | +1.0% | -2.8% | -4.4% |
| YTD | +20.8% | +29.1% | -8.3% | -12.5% |
| 1Y | +25.0% | +28.5% | -3.5% | -9.2% |
| 3Y | +226.1% | +89.4% | +136.7% | +46.0% |
| 5Y | +101.1% | +67.1% | +34.0% | +9.7% |
| All | +1,110.7% | +97.1% | +1,013.5% | +437.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 10y: compounded portfolio wealth divided by compounded DD 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…
10y analysis · Full analysis span regression · 6 months rolling