+1,199.1%
SPXL vs DD
+66.6%
+1,132.5%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.3% | +2.7% | +2.7% |
| 7D | -2.5% | -3.5% | +1.0% | +1.3% |
| 30D | -4.2% | -11.7% | +7.4% | +9.5% |
| 3M | +8.1% | -9.2% | +17.3% | +19.5% |
| 6M | +35.6% | -7.2% | +42.8% | +44.7% |
| YTD | +28.8% | +6.6% | +22.2% | +16.0% |
| 1Y | +39.8% | +32.0% | +7.8% | -3.1% |
| 3Y | +221.4% | +42.1% | +179.2% | +98.9% |
| 5Y | +146.9% | +58.1% | +88.9% | +42.2% |
| All | +1,199.1% | +66.6% | +1,132.5% | +522.7% |
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