+84.3%
SPXL vs DECK
+25.8%
+58.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -1.5% | -11.5% | -12.2% |
| 7D | -14.2% | +6.0% | -20.3% | -17.0% |
| 30D | -18.1% | +7.4% | -25.6% | -21.6% |
| 3M | -16.3% | -11.7% | -4.6% | -10.6% |
| 6M | -2.3% | -11.0% | +8.7% | +2.5% |
| YTD | +11.6% | -15.4% | +27.0% | +18.0% |
| 1Y | +12.3% | +7.2% | +5.0% | +1.7% |
| 3Y | +211.6% | -11.8% | +223.4% | +160.6% |
| 5Y | +84.3% | +24.3% | +60.0% | +9.6% |
| All | +84.3% | +25.8% | +58.5% | +9.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling