+141.6%
FITB vs SPXL
+228.0%
-86.4%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.5% |
| 7D | +2.8% | +7.4% | -4.7% | +0.4% |
| 30D | +9.8% | -7.8% | +17.6% | +12.1% |
| 3M | -5.2% | -11.9% | +6.8% | -1.9% |
| 6M | +17.3% | -1.7% | +19.1% | +16.2% |
| YTD | +19.3% | +20.8% | -1.5% | +9.2% |
| 1Y | +32.7% | +25.0% | +7.7% | +19.8% |
| 3Y | +141.6% | +226.1% | -84.5% | +30.7% |
| All | +141.6% | +228.0% | -86.4% | +30.7% |
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