+1,082.0%
SPXL vs DECK
+874.1%
+207.9%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +1.4% |
| 7D | -8.7% | +5.8% | -14.5% | -11.8% |
| 30D | -16.9% | +7.9% | -24.8% | -20.9% |
| 3M | -15.2% | -11.4% | -3.8% | -9.2% |
| 6M | -5.5% | -16.6% | +11.0% | +3.5% |
| YTD | +12.4% | -16.4% | +28.8% | +20.0% |
| 1Y | +16.9% | +8.6% | +8.3% | +4.5% |
| 3Y | +211.8% | -15.1% | +226.9% | +184.2% |
| 5Y | +85.6% | +22.9% | +62.8% | +25.4% |
| All | +1,082.0% | +874.1% | +207.9% | +235.4% |
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