+1,199.1%
SPXL vs FCUV
-98.6%
+1,297.6%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.3% | -0.8% | +2.4% |
| 7D | -2.5% | -66.5% | +63.9% | -2.1% |
| 30D | -4.2% | +5.0% | -9.2% | -4.5% |
| 3M | +8.1% | +63.8% | -55.7% | +5.1% |
| 6M | +35.6% | -67.8% | +103.4% | +32.8% |
| YTD | +28.8% | -82.4% | +111.2% | +26.6% |
| 1Y | +39.8% | -94.7% | +134.6% | +38.3% |
| 3Y | +221.4% | -99.3% | +320.6% | +217.5% |
| 5Y | +146.9% | -99.9% | +246.8% | +144.8% |
| All | +1,199.1% | -98.6% | +1,297.6% | +1,173.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FCUV.
Daily Out/Under-Performance
Portfolio return minus FCUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCUV 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 FCUV 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