+373.5%
FCX vs SPXL
+1,102.8%
-729.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.4% |
| 7D | -0.3% | +7.4% | -7.7% | -4.0% |
| 30D | -14.7% | -7.8% | -6.9% | -11.2% |
| 3M | -11.2% | -11.9% | +0.8% | -5.3% |
| 6M | -11.4% | -1.7% | -9.7% | -10.8% |
| YTD | +17.7% | +20.8% | -3.1% | +6.3% |
| 1Y | +47.5% | +25.0% | +22.5% | +30.7% |
| 3Y | +83.9% | +226.1% | -142.2% | -6.5% |
| 5Y | +54.0% | +101.1% | -47.1% | -9.2% |
| All | +373.5% | +1,102.8% | -729.3% | -15.1% |
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