+8,499.7%
SPXL vs DTE
+764.5%
+7,735.1%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -0.2% |
| 7D | -1.3% | 0.0% | -1.3% | -1.3% |
| 30D | -5.0% | -0.5% | -4.5% | -4.5% |
| 3M | +7.6% | -6.0% | +13.6% | +15.7% |
| 6M | +33.6% | -7.2% | +40.8% | +43.7% |
| YTD | +28.1% | +7.2% | +20.9% | +10.5% |
| 1Y | +43.6% | +4.1% | +39.6% | +28.5% |
| 3Y | +225.8% | +46.9% | +179.0% | +62.3% |
| 5Y | +140.1% | +32.9% | +107.2% | +40.4% |
| 10Y | +1,248.4% | +144.5% | +1,103.9% | +191.6% |
| All | +8,499.7% | +764.5% | +7,735.1% | +60.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling