+69.8%
FITB vs SPXL
+132.3%
-62.6%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.8% | +2.3% | +1.1% |
| 7D | -1.0% | -6.0% | +5.0% | +1.3% |
| 30D | -5.5% | -5.8% | +0.3% | -3.5% |
| 3M | +4.1% | +10.9% | -6.7% | -0.5% |
| 6M | +18.7% | +31.9% | -13.2% | +5.4% |
| YTD | +18.2% | +25.8% | -7.6% | +6.5% |
| 1Y | +23.7% | +39.8% | -16.1% | +6.4% |
| 3Y | +130.8% | +219.9% | -89.1% | +35.9% |
| 5Y | +69.8% | +141.1% | -71.3% | +1.9% |
| All | +69.8% | +132.3% | -62.6% | +1.9% |
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