+28.1%
FSLR vs SPXL
+228.0%
-200.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | 0.0% |
| 7D | -14.8% | +7.4% | -22.2% | -17.5% |
| 30D | -4.3% | -7.8% | +3.5% | -1.9% |
| 3M | -23.4% | -11.9% | -11.4% | -19.9% |
| 6M | -26.9% | -1.7% | -25.2% | -26.7% |
| YTD | -34.4% | +20.8% | -55.2% | -39.7% |
| 1Y | -33.2% | +25.0% | -58.2% | -39.4% |
| 3Y | +28.1% | +226.1% | -198.1% | -48.3% |
| All | +28.1% | +228.0% | -200.0% | -48.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling