+92.9%
FTNT vs SPXL
+41.9%
+51.0%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.4% | -4.2% | -2.6% |
| 7D | -0.1% | -2.5% | +2.4% | +0.7% |
| 30D | -3.0% | -4.2% | +1.3% | -1.6% |
| 3M | +7.6% | +8.1% | -0.5% | +4.7% |
| 6M | +87.0% | +35.6% | +51.3% | +68.5% |
| YTD | +96.5% | +28.8% | +67.7% | +80.3% |
| 1Y | +92.9% | +39.8% | +53.1% | +66.5% |
| All | +92.9% | +41.9% | +51.0% | +66.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling