+34.4%
FSLR vs SPXL
+7,736.1%
-7,701.7%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -0.9% |
| 7D | 0.0% | +0.1% | -0.1% | 0.0% |
| 30D | -13.7% | -0.9% | -12.8% | -13.4% |
| 3M | -35.1% | +2.0% | -37.1% | -35.4% |
| 6M | +3.6% | +33.5% | -29.9% | -8.4% |
| YTD | -21.7% | +32.2% | -53.9% | -31.0% |
| 1Y | +1.3% | +48.9% | -47.6% | -15.2% |
| 3Y | +9.7% | +222.9% | -213.1% | -38.1% |
| 5Y | +117.4% | +140.7% | -23.4% | +24.7% |
| 10Y | +435.5% | +1,192.7% | -757.2% | +6.2% |
| All | +34.4% | +7,736.1% | -7,701.7% | -91.6% |
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