+221.4%
SPXL vs DLTR
+1.4%
+220.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.8% | +2.5% |
| 7D | -2.5% | -10.1% | +7.5% | 0.0% |
| 30D | -4.2% | -8.1% | +3.9% | -2.4% |
| 3M | +8.1% | +2.9% | +5.3% | +6.7% |
| 6M | +35.6% | +4.3% | +31.3% | +32.6% |
| YTD | +28.8% | -3.9% | +32.7% | +28.4% |
| 1Y | +39.8% | +18.9% | +20.9% | +31.2% |
| 3Y | +221.4% | +1.9% | +219.5% | +190.0% |
| All | +221.4% | +1.4% | +220.0% | +190.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 3y: compounded portfolio wealth divided by compounded DLTR 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…
3y analysis · Full analysis span regression · 6 months rolling