+143.2%
SPXL vs DECK
+25.5%
+117.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.6% | -2.8% | -2.1% |
| 7D | +0.1% | -2.2% | +2.3% | +1.3% |
| 30D | -0.9% | -13.6% | +12.7% | +7.2% |
| 3M | +2.0% | -21.2% | +23.3% | +15.4% |
| 6M | +33.5% | -21.1% | +54.6% | +50.1% |
| YTD | +32.2% | -17.2% | +49.4% | +41.7% |
| 1Y | +48.9% | -30.7% | +79.6% | +74.3% |
| 3Y | +222.9% | -3.4% | +226.2% | +152.9% |
| All | +143.2% | +25.5% | +117.7% | +31.5% |
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