+1,335.0%
FERG vs SPXL
+6,937.4%
-5,602.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.7% | -0.7% |
| 7D | +3.4% | +1.5% | +1.9% | +3.2% |
| 30D | -11.5% | -3.7% | -7.8% | -11.1% |
| 3M | +1.3% | +8.1% | -6.8% | +0.2% |
| 6M | -1.0% | +39.0% | -40.0% | -5.2% |
| YTD | +3.2% | +29.9% | -26.7% | -0.4% |
| 1Y | -3.0% | +46.6% | -49.6% | -7.7% |
| 3Y | +55.0% | +230.5% | -175.5% | +33.9% |
| 5Y | +72.6% | +140.2% | -67.5% | +48.8% |
| 10Y | +358.9% | +1,168.8% | -809.8% | +270.6% |
| All | +1,335.0% | +6,937.4% | -5,602.4% | +1,060.0% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling