+112.0%
SPXL vs DECK
+27.7%
+84.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +6.0% | -1.1% | +1.4% |
| 7D | -2.5% | +10.4% | -12.8% | -7.9% |
| 30D | -4.3% | +11.1% | -15.4% | -10.2% |
| 3M | -4.2% | -10.8% | +6.5% | +1.5% |
| 6M | +15.0% | -8.7% | +23.8% | +18.8% |
| YTD | +28.4% | -14.0% | +42.5% | +34.4% |
| 1Y | +30.3% | +12.0% | +18.3% | +14.8% |
| 3Y | +258.4% | -10.5% | +268.9% | +196.8% |
| All | +112.0% | +27.7% | +84.3% | +24.8% |
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