+1,708.9%
FAST vs SPXL
+6,567.8%
-4,858.9%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.6% | -0.1% |
| 7D | +2.1% | -8.7% | +10.8% | +4.8% |
| 30D | +6.9% | -16.9% | +23.8% | +13.0% |
| 3M | +4.8% | -15.2% | +20.0% | +9.9% |
| 6M | +19.8% | -5.5% | +25.3% | +20.1% |
| YTD | +34.9% | +12.4% | +22.4% | +26.4% |
| 1Y | +32.8% | +16.9% | +15.9% | +22.4% |
| 3Y | +93.7% | +211.8% | -118.1% | +19.0% |
| 5Y | +105.3% | +85.6% | +19.7% | +38.2% |
| 10Y | +595.4% | +1,159.4% | -564.0% | +87.5% |
| All | +1,708.9% | +6,567.8% | -4,858.9% | +80.4% |
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 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