+49.3%
FERG vs SPXL
+214.3%
-165.0%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | -0.4% |
| 7D | -1.0% | -6.0% | +5.0% | +1.1% |
| 30D | -11.8% | -5.8% | -6.0% | -10.0% |
| 3M | -1.2% | +10.9% | -12.1% | -5.0% |
| 6M | -2.3% | +31.9% | -34.2% | -12.3% |
| YTD | +0.8% | +25.8% | -25.0% | -8.1% |
| 1Y | +0.5% | +39.8% | -39.3% | -11.9% |
| All | +49.3% | +214.3% | -165.0% | -3.7% |
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