-23.7%
FPS vs SPXL
+22.9%
-46.6%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +1.4% |
| 7D | +13.6% | +7.4% | +6.1% | +5.5% |
| 30D | -32.4% | -7.8% | -24.5% | -24.0% |
| 3M | -41.1% | -11.9% | -29.2% | -30.4% |
| 6M | -51.4% | -1.7% | -49.7% | -48.8% |
| All | -23.7% | +22.9% | -46.6% | -31.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling