+11.4%
FPS vs SPXL
+32.2%
-20.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.7% | +4.7% | +4.9% |
| 7D | +10.4% | +1.5% | +8.9% | +8.4% |
| 30D | -16.5% | -3.7% | -12.9% | -13.2% |
| 3M | -45.5% | +8.1% | -53.6% | -50.0% |
| 6M | +2.1% | +39.0% | -37.0% | -21.3% |
| All | +11.4% | +32.2% | -20.8% | -9.9% |
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