+115.1%
FXI vs SPXL
+7,605.2%
-7,490.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.7% | -0.8% | -1.9% |
| 7D | -1.0% | +1.5% | -2.4% | -1.5% |
| 30D | -3.2% | -3.7% | +0.4% | -2.1% |
| 3M | +1.7% | +8.1% | -6.4% | -1.7% |
| 6M | -1.6% | +39.0% | -40.6% | -13.2% |
| YTD | -7.9% | +29.9% | -37.8% | -17.1% |
| 1Y | -9.6% | +46.6% | -56.2% | -22.3% |
| 3Y | +40.5% | +230.5% | -190.1% | -15.1% |
| 5Y | -6.2% | +140.2% | -146.4% | -42.5% |
| 10Y | +14.2% | +1,168.8% | -1,154.6% | -72.1% |
| All | +115.1% | +7,605.2% | -7,490.0% | -83.8% |
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