+1,073.5%
SPXL vs DECK
+885.7%
+187.8%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -1.5% | -11.5% | -12.1% |
| 7D | -14.2% | +6.0% | -20.3% | -17.2% |
| 30D | -18.1% | +7.4% | -25.6% | -21.9% |
| 3M | -16.3% | -11.7% | -4.6% | -10.2% |
| 6M | -2.3% | -11.0% | +8.7% | +2.8% |
| YTD | +11.6% | -15.4% | +27.0% | +18.3% |
| 1Y | +12.3% | +7.2% | +5.0% | +1.3% |
| 3Y | +211.6% | -11.8% | +223.4% | +176.7% |
| 5Y | +84.3% | +24.3% | +60.0% | +23.6% |
| All | +1,073.5% | +885.7% | +187.8% | +230.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 DECK 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