+1,125.7%
SPXL vs DRI
+330.2%
+795.5%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.6% | -0.7% |
| 7D | +9.6% | -0.3% | +9.9% | +9.9% |
| 30D | -9.8% | +10.8% | -20.6% | -16.8% |
| 3M | -9.1% | +0.9% | -10.0% | -10.6% |
| 6M | +1.1% | +16.3% | -15.2% | -12.6% |
| YTD | +22.3% | +27.8% | -5.5% | -3.3% |
| 1Y | +20.3% | +33.9% | -13.6% | -8.7% |
| 3Y | +229.0% | +67.2% | +161.8% | +103.6% |
| 5Y | +103.6% | +79.0% | +24.6% | +24.5% |
| All | +1,125.7% | +330.2% | +795.5% | +409.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 10y: compounded portfolio wealth divided by compounded DRI 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…
10y analysis · Full analysis span regression · 6 months rolling