+1,199.1%
SPXL vs FDS
+64.8%
+1,134.3%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.2% | +3.7% | +3.6% |
| 7D | -2.5% | -14.0% | +11.5% | +12.4% |
| 30D | -4.2% | -6.2% | +2.0% | +0.7% |
| 3M | +8.1% | +10.2% | -2.1% | -8.7% |
| 6M | +35.6% | +27.4% | +8.2% | -10.0% |
| YTD | +28.8% | -9.3% | +38.1% | +21.8% |
| 1Y | +39.8% | -28.6% | +68.5% | +70.2% |
| 3Y | +221.4% | -36.8% | +258.2% | +351.4% |
| 5Y | +146.9% | -28.6% | +175.6% | +205.5% |
| All | +1,199.1% | +64.8% | +1,134.3% | +599.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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