+134.6%
FCX vs SPXL
+137.2%
-2.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | +0.2% |
| 7D | +3.1% | -1.3% | +4.4% | +3.7% |
| 30D | +8.1% | -5.0% | +13.1% | +10.8% |
| 3M | +18.9% | +7.6% | +11.3% | +14.4% |
| 6M | +26.6% | +33.6% | -7.0% | +9.8% |
| YTD | +51.2% | +28.1% | +23.1% | +33.5% |
| 1Y | +75.6% | +43.6% | +31.9% | +46.8% |
| 3Y | +101.7% | +225.8% | -124.1% | +8.8% |
| 5Y | +134.6% | +140.1% | -5.4% | +31.1% |
| All | +134.6% | +137.2% | -2.6% | +31.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling