+16.4%
FSLR vs SPXL
+231.8%
-215.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.7% | +6.0% | +5.0% |
| 7D | +6.8% | +1.5% | +5.4% | +6.1% |
| 30D | -14.7% | -3.7% | -11.0% | -13.4% |
| 3M | -22.6% | +8.1% | -30.7% | -25.0% |
| 6M | +12.7% | +39.0% | -26.3% | -0.8% |
| YTD | -18.4% | +29.9% | -48.3% | -26.7% |
| 1Y | +4.9% | +46.6% | -41.7% | -10.0% |
| 3Y | +16.4% | +230.5% | -214.1% | -38.7% |
| All | +16.4% | +231.8% | -215.4% | -38.7% |
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