+230.5%
SPXL vs FDS
-30.4%
+261.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.3% | +2.6% | -0.3% |
| 7D | +1.5% | -5.4% | +6.8% | +3.2% |
| 30D | -3.7% | +1.6% | -5.3% | -4.3% |
| 3M | +8.1% | +17.7% | -9.6% | +1.3% |
| 6M | +39.0% | +29.1% | +10.0% | +22.8% |
| YTD | +29.9% | +1.0% | +29.0% | +33.7% |
| 1Y | +46.6% | -21.6% | +68.2% | +86.2% |
| 3Y | +230.5% | -30.1% | +260.6% | +352.9% |
| All | +230.5% | -30.4% | +261.0% | +352.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling