+110.4%
SPXL vs DECK
+24.2%
+86.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.6% | +5.5% | +4.8% |
| 7D | -3.8% | -0.8% | -2.9% | -3.2% |
| 30D | -8.8% | +4.9% | -13.7% | -11.3% |
| 3M | -7.4% | -5.8% | -1.6% | -4.6% |
| 6M | +1.8% | -8.6% | +10.3% | +5.2% |
| YTD | +23.6% | -14.7% | +38.3% | +30.1% |
| 1Y | +21.7% | +6.9% | +14.9% | +10.8% |
| 3Y | +232.4% | -16.2% | +248.6% | +190.4% |
| 5Y | +110.4% | +25.3% | +85.1% | +27.7% |
| All | +110.4% | +24.2% | +86.2% | +27.7% |
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