+98.7%
FAST vs SPXL
+228.0%
-129.3%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.4% |
| 7D | +4.2% | +7.4% | -3.3% | +2.5% |
| 30D | +6.7% | -7.8% | +14.5% | +8.1% |
| 3M | +8.0% | -11.9% | +20.0% | +10.5% |
| 6M | +27.4% | -1.7% | +29.2% | +26.6% |
| YTD | +40.5% | +20.8% | +19.7% | +32.1% |
| 1Y | +38.4% | +25.0% | +13.4% | +29.0% |
| 3Y | +98.7% | +226.1% | -127.5% | +38.0% |
| All | +98.7% | +228.0% | -129.3% | +38.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling