+447.0%
FSLR vs SPXL
+1,177.5%
-730.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.4% | -3.3% | -4.2% |
| 7D | +0.2% | -1.3% | +1.5% | +0.7% |
| 30D | -15.1% | -5.0% | -10.1% | -13.6% |
| 3M | -22.5% | +7.6% | -30.1% | -24.4% |
| 6M | +4.0% | +33.6% | -29.6% | -6.1% |
| YTD | -22.3% | +28.1% | -50.4% | -29.1% |
| 1Y | 0.0% | +43.6% | -43.6% | -12.4% |
| 3Y | +10.9% | +225.8% | -215.0% | -30.5% |
| 5Y | +105.4% | +140.1% | -34.7% | +32.4% |
| 10Y | +447.0% | +1,248.4% | -801.4% | +35.1% |
| All | +447.0% | +1,177.5% | -730.5% | +35.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling