+123.5%
FSLR vs SPXL
+140.3%
-16.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.7% | +6.0% | +4.9% |
| 7D | +6.8% | +1.5% | +5.4% | +6.2% |
| 30D | -14.7% | -3.7% | -11.0% | -13.6% |
| 3M | -22.6% | +8.1% | -30.7% | -24.7% |
| 6M | +12.7% | +39.0% | -26.3% | +0.3% |
| YTD | -18.4% | +29.9% | -48.3% | -26.0% |
| 1Y | +4.9% | +46.6% | -41.7% | -8.9% |
| 3Y | +16.4% | +230.5% | -214.1% | -27.5% |
| 5Y | +123.5% | +140.2% | -16.7% | +47.9% |
| All | +123.5% | +140.3% | -16.9% | +47.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling