+62.8%
FDX vs SPXL
+231.8%
-169.0%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.7% | -0.9% | -2.1% |
| 7D | -3.3% | +1.5% | -4.8% | -3.8% |
| 30D | -1.4% | -3.7% | +2.3% | -0.2% |
| 3M | -4.5% | +8.1% | -12.6% | -7.2% |
| 6M | +9.4% | +39.0% | -29.6% | -2.5% |
| YTD | +36.0% | +29.9% | +6.1% | +23.5% |
| 1Y | +75.5% | +46.6% | +28.9% | +52.5% |
| 3Y | +62.8% | +230.5% | -167.7% | -2.0% |
| All | +62.8% | +231.8% | -169.0% | -2.0% |
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