-26.0%
FSLR vs SPXL
+29.9%
-55.8%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +4.8% | -0.2% | +1.7% |
| 7D | +10.3% | -2.5% | +12.8% | +11.9% |
| 30D | +10.4% | -4.3% | +14.8% | +13.2% |
| 3M | -20.2% | -4.2% | -15.9% | -18.3% |
| 6M | -8.0% | +15.0% | -23.0% | -13.2% |
| YTD | -25.5% | +28.4% | -54.0% | -34.0% |
| 1Y | -26.0% | +30.3% | -56.3% | -34.9% |
| All | -26.0% | +29.9% | -55.8% | -34.9% |
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 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