+178.8%
FDX vs SPXL
+1,177.5%
-998.7%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -1.1% |
| 7D | -2.3% | -1.3% | -1.0% | -1.9% |
| 30D | -4.9% | -5.0% | +0.1% | -3.2% |
| 3M | -6.5% | +7.6% | -14.0% | -9.2% |
| 6M | +6.7% | +33.6% | -26.9% | -4.9% |
| YTD | +33.9% | +28.1% | +5.8% | +20.8% |
| 1Y | +72.2% | +43.6% | +28.5% | +48.2% |
| 3Y | +60.2% | +225.8% | -165.6% | -3.4% |
| 5Y | +62.9% | +140.1% | -77.1% | +0.8% |
| 10Y | +178.8% | +1,248.4% | -1,069.6% | -26.8% |
| All | +178.8% | +1,177.5% | -998.7% | -26.8% |
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