+1,199.1%
SPXL vs DTE
+137.8%
+1,061.3%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.3% | +3.7% | +3.9% |
| 7D | -2.5% | -2.6% | 0.0% | +0.3% |
| 30D | -4.2% | -4.4% | +0.2% | +0.6% |
| 3M | +8.1% | -8.3% | +16.4% | +18.1% |
| 6M | +35.6% | -8.1% | +43.7% | +45.7% |
| YTD | +28.8% | +4.4% | +24.4% | +17.5% |
| 1Y | +39.8% | +0.2% | +39.7% | +33.5% |
| 3Y | +221.4% | +42.6% | +178.8% | +87.2% |
| 5Y | +146.9% | +31.5% | +115.5% | +63.3% |
| All | +1,199.1% | +137.8% | +1,061.3% | +461.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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