+507.7%
FAST vs SPXL
+1,166.6%
-658.9%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.2% | +0.1% |
| 7D | +1.3% | +1.5% | -0.2% | +0.8% |
| 30D | -4.7% | -3.7% | -1.1% | -3.7% |
| 3M | +7.9% | +8.1% | -0.2% | +4.8% |
| 6M | +7.4% | +39.0% | -31.6% | -4.1% |
| YTD | +25.1% | +29.9% | -4.9% | +13.7% |
| 1Y | +4.7% | +46.6% | -41.9% | -9.0% |
| 3Y | +94.7% | +230.5% | -135.8% | +23.3% |
| 5Y | +106.8% | +140.2% | -33.4% | +34.1% |
| 10Y | +507.7% | +1,168.8% | -661.1% | +68.4% |
| All | +507.7% | +1,166.6% | -658.9% | +68.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling