+420.9%
FSLR vs SPXL
+1,117.7%
-696.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.0% | -2.2% | -2.9% |
| 7D | -12.0% | +9.6% | -21.5% | -15.0% |
| 30D | -7.7% | -9.8% | +2.1% | -4.9% |
| 3M | -24.0% | -9.1% | -15.0% | -21.9% |
| 6M | -24.4% | +1.1% | -25.6% | -25.0% |
| YTD | -34.0% | +22.3% | -56.3% | -39.3% |
| 1Y | -35.6% | +20.3% | -55.9% | -40.3% |
| 3Y | +28.7% | +229.0% | -200.3% | -19.8% |
| 5Y | +55.3% | +103.6% | -48.2% | +5.9% |
| All | +420.9% | +1,117.7% | -696.9% | +21.1% |
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