+221.4%
SPXL vs FCUV
-99.2%
+320.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.3% | -0.8% | +2.4% |
| 7D | -2.5% | -66.5% | +63.9% | -1.9% |
| 30D | -4.2% | +5.0% | -9.2% | -4.7% |
| 3M | +8.1% | +63.8% | -55.7% | +3.9% |
| 6M | +35.6% | -67.8% | +103.4% | +35.0% |
| YTD | +28.8% | -82.4% | +111.2% | +30.4% |
| 1Y | +39.8% | -94.7% | +134.6% | +46.6% |
| 3Y | +221.4% | -99.3% | +320.6% | +246.4% |
| All | +221.4% | -99.2% | +320.6% | +246.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling