+62.9%
FDX vs SPXL
+137.2%
-74.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -3.3% |
| 3M | -6.5% | +7.6% | -14.0% | -9.0% |
| 6M | +6.7% | +33.6% | -26.9% | -3.8% |
| YTD | +33.9% | +28.1% | +5.8% | +22.0% |
| 1Y | +72.2% | +43.6% | +28.5% | +50.3% |
| 3Y | +60.2% | +225.8% | -165.6% | +1.6% |
| 5Y | +62.9% | +140.1% | -77.1% | +4.1% |
| All | +62.9% | +137.2% | -74.3% | +4.1% |
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