+719.4%
FITB vs SPXL
+7,063.6%
-6,344.3%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.8% |
| 7D | +2.8% | +7.4% | -4.7% | -1.3% |
| 30D | +9.8% | -7.8% | +17.6% | +13.5% |
| 3M | -5.2% | -11.9% | +6.8% | +0.1% |
| 6M | +17.3% | -1.7% | +19.1% | +15.0% |
| YTD | +19.3% | +20.8% | -1.5% | +3.0% |
| 1Y | +32.7% | +25.0% | +7.7% | +12.0% |
| 3Y | +141.6% | +226.1% | -84.5% | +7.7% |
| 5Y | +48.9% | +101.1% | -52.2% | -24.4% |
| 10Y | +216.5% | +1,112.6% | -896.0% | -62.0% |
| All | +719.4% | +7,063.6% | -6,344.3% | -87.1% |
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