+2,432.1%
FTAI vs SPXL
+1,218.9%
+1,213.2%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.4% | -4.4% | -5.3% |
| 7D | -0.2% | -1.3% | +1.1% | +0.4% |
| 30D | -13.6% | -5.0% | -8.7% | -11.8% |
| 3M | -20.6% | +7.6% | -28.2% | -22.7% |
| 6M | -32.6% | +33.6% | -66.2% | -39.3% |
| YTD | -5.4% | +28.1% | -33.5% | -13.5% |
| 1Y | +12.9% | +43.6% | -30.8% | -1.3% |
| 3Y | +428.1% | +225.8% | +202.3% | +237.9% |
| 5Y | +863.0% | +140.1% | +723.0% | +537.1% |
| 10Y | +3,092.6% | +1,248.4% | +1,844.2% | +1,101.4% |
| All | +2,432.1% | +1,218.9% | +1,213.2% | +869.6% |
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