+105.8%
FXI vs SPXL
+7,063.6%
-6,957.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.4% |
| 7D | -4.2% | +7.4% | -11.6% | -6.7% |
| 30D | -1.1% | -7.8% | +6.7% | +0.8% |
| 3M | -4.0% | -11.9% | +8.0% | -0.7% |
| 6M | -11.8% | -1.7% | -10.1% | -12.9% |
| YTD | -11.9% | +20.8% | -32.7% | -19.5% |
| 1Y | -16.1% | +25.0% | -41.1% | -24.4% |
| 3Y | +38.8% | +226.1% | -187.3% | -16.2% |
| 5Y | -9.1% | +101.1% | -110.2% | -40.8% |
| 10Y | +18.4% | +1,112.6% | -1,094.1% | -70.8% |
| All | +105.8% | +7,063.6% | -6,957.9% | -84.3% |
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