+1,348.4%
FERG vs SPXL
+7,057.0%
-5,708.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.2% | +3.5% | +2.5% |
| 7D | 0.0% | +0.1% | -0.1% | 0.0% |
| 30D | -10.2% | -0.9% | -9.3% | -10.1% |
| 3M | -0.6% | +2.0% | -2.6% | -1.0% |
| 6M | -6.5% | +33.5% | -40.0% | -10.1% |
| YTD | +4.2% | +32.2% | -28.0% | +0.3% |
| 1Y | -2.3% | +48.9% | -51.2% | -7.3% |
| 3Y | +48.5% | +222.9% | -174.4% | +28.4% |
| 5Y | +72.0% | +140.7% | -68.7% | +48.0% |
| 10Y | +369.9% | +1,192.7% | -822.8% | +278.6% |
| All | +1,348.4% | +7,057.0% | -5,708.6% | +1,068.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling