+2,072.5%
FTNT vs SPXL
+1,271.9%
+800.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.4% | -4.2% | -2.7% |
| 7D | -0.1% | -2.5% | +2.4% | +0.8% |
| 30D | -3.0% | -4.2% | +1.3% | -1.3% |
| 3M | +7.6% | +8.1% | -0.5% | +3.7% |
| 6M | +87.0% | +35.6% | +51.3% | +62.8% |
| YTD | +96.5% | +28.8% | +67.7% | +74.3% |
| 1Y | +92.9% | +39.8% | +53.1% | +64.8% |
| 3Y | +139.8% | +221.4% | -81.5% | +36.5% |
| 5Y | +151.3% | +146.9% | +4.4% | +50.9% |
| All | +2,072.5% | +1,271.9% | +800.6% | +471.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling