+140.1%
SPXL vs FDS
-23.5%
+163.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.4% | +2.0% | +0.7% |
| 7D | -1.3% | -8.8% | +7.5% | +4.5% |
| 30D | -5.0% | -1.4% | -3.6% | -4.7% |
| 3M | +7.6% | +13.9% | -6.3% | -4.9% |
| 6M | +33.6% | +27.4% | +6.2% | +3.3% |
| YTD | +28.1% | -2.5% | +30.6% | +25.3% |
| 1Y | +43.6% | -23.8% | +67.4% | +79.9% |
| 3Y | +225.8% | -32.5% | +258.3% | +364.6% |
| 5Y | +140.1% | -23.2% | +163.2% | +274.7% |
| All | +140.1% | -23.5% | +163.5% | +274.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling