+155.8%
FTNT vs SPXL
+132.3%
+23.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.8% | +2.9% | +1.9% |
| 7D | +1.6% | -6.0% | +7.6% | +4.4% |
| 30D | -1.9% | -5.8% | +3.9% | +0.8% |
| 3M | +14.4% | +10.9% | +3.5% | +8.7% |
| 6M | +88.7% | +31.9% | +56.7% | +63.8% |
| YTD | +100.0% | +25.8% | +74.3% | +76.9% |
| 1Y | +99.9% | +39.8% | +60.1% | +67.5% |
| 3Y | +147.9% | +219.9% | -71.9% | +28.1% |
| 5Y | +155.8% | +141.1% | +14.7% | +49.7% |
| All | +155.8% | +132.3% | +23.5% | +49.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling