+1,350.3%
SPXL vs FCUV
-95.9%
+1,446.2%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -7.0% | +5.6% | -1.4% |
| 7D | -1.3% | -63.8% | +62.5% | -1.0% |
| 30D | -5.0% | -14.7% | +9.7% | -5.1% |
| 3M | +7.6% | +65.3% | -57.7% | +5.3% |
| 6M | +33.6% | -68.5% | +102.1% | +31.4% |
| YTD | +28.1% | -83.0% | +111.1% | +26.3% |
| 1Y | +43.6% | -94.4% | +138.1% | +42.3% |
| 3Y | +225.8% | -99.3% | +325.1% | +222.6% |
| 5Y | +140.1% | -99.9% | +239.9% | +138.1% |
| 10Y | +1,248.4% | -98.6% | +1,347.0% | +1,263.2% |
| All | +1,350.3% | -95.9% | +1,446.2% | +1,410.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling