+16.1%
SPXL vs DECK
+7.9%
+8.2%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -1.5% | -11.5% | -12.6% |
| 7D | -14.2% | +6.0% | -20.3% | -15.6% |
| 30D | -18.1% | +7.4% | -25.6% | -19.8% |
| 3M | -16.3% | -11.7% | -4.6% | -13.6% |
| 6M | -2.3% | -11.0% | +8.7% | +0.1% |
| YTD | +11.6% | -15.4% | +27.0% | +16.0% |
| All | +16.1% | +7.9% | +8.2% | +17.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling