+1,440.5%
FANG vs SPXL
+4,105.2%
-2,664.7%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.4% | -2.6% | -1.2% |
| 7D | +2.9% | -2.5% | +5.4% | +3.9% |
| 30D | +2.6% | -4.2% | +6.8% | +4.2% |
| 3M | +7.6% | +8.1% | -0.5% | +2.8% |
| 6M | +17.3% | +35.6% | -18.3% | +0.1% |
| YTD | +38.7% | +28.8% | +9.9% | +20.1% |
| 1Y | +51.6% | +39.8% | +11.8% | +25.6% |
| 3Y | +50.0% | +221.4% | -171.4% | -19.5% |
| 5Y | +237.6% | +146.9% | +90.6% | +79.7% |
| 10Y | +180.7% | +1,255.8% | -1,075.1% | -41.5% |
| All | +1,440.5% | +4,105.2% | -2,664.7% | +86.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXL.
Daily Out/Under-Performance
Portfolio return minus SPXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXL 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 SPXL 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