+13.3%
FSLR vs SPXL
+7,152.3%
-7,139.0%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.0% | -2.2% | -2.8% |
| 7D | -12.0% | +9.6% | -21.5% | -15.6% |
| 30D | -7.7% | -9.8% | +2.1% | -4.5% |
| 3M | -24.0% | -9.1% | -15.0% | -21.6% |
| 6M | -24.4% | +1.1% | -25.6% | -25.2% |
| YTD | -34.0% | +22.3% | -56.3% | -40.4% |
| 1Y | -35.6% | +20.3% | -55.9% | -41.4% |
| 3Y | +28.7% | +229.0% | -200.3% | -28.4% |
| 5Y | +55.3% | +103.6% | -48.2% | -4.5% |
| 10Y | +437.4% | +1,127.6% | -690.1% | +8.1% |
| All | +13.3% | +7,152.3% | -7,139.0% | -92.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling