+93.1%
FOXA vs SPXL
+141.8%
-48.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.4% | -1.3% | +0.6% |
| 7D | +0.8% | -2.5% | +3.3% | +1.4% |
| 30D | +5.0% | -4.2% | +9.3% | +6.0% |
| 3M | -3.0% | +8.1% | -11.1% | -5.2% |
| 6M | +14.8% | +35.6% | -20.8% | +5.7% |
| YTD | -8.9% | +28.8% | -37.7% | -15.3% |
| 1Y | +13.3% | +39.8% | -26.5% | +2.9% |
| 3Y | +115.4% | +221.4% | -106.0% | +52.9% |
| All | +93.1% | +141.8% | -48.7% | +37.5% |
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