+547.9%
FAST vs SPXL
+1,179.5%
-631.6%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +7.0% | -4.0% | +0.9% |
| 7D | +3.8% | -0.9% | +4.7% | +3.7% |
| 30D | +8.1% | -11.4% | +19.5% | +11.4% |
| 3M | +5.8% | -10.8% | +16.6% | +8.7% |
| 6M | +24.9% | -0.3% | +25.1% | +23.1% |
| YTD | +38.9% | +20.3% | +18.6% | +28.4% |
| 1Y | +36.5% | +24.7% | +11.7% | +24.4% |
| 3Y | +98.1% | +238.6% | -140.4% | +24.4% |
| 5Y | +109.3% | +100.0% | +9.4% | +43.7% |
| 10Y | +547.9% | +1,108.4% | -560.5% | +96.9% |
| All | +547.9% | +1,179.5% | -631.6% | +96.9% |
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