+110.4%
SPXL vs FDS
-21.2%
+131.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +2.7% | +1.2% | +2.3% |
| 7D | -3.8% | -2.1% | -1.6% | -2.6% |
| 30D | -8.8% | +16.0% | -24.8% | -17.4% |
| 3M | -7.4% | +18.8% | -26.2% | -18.5% |
| 6M | +1.8% | +54.1% | -52.3% | -30.0% |
| YTD | +23.6% | +17.0% | +6.6% | +6.3% |
| 1Y | +21.7% | +25.5% | -3.8% | -5.1% |
| 3Y | +232.4% | -23.3% | +255.7% | +354.3% |
| 5Y | +110.4% | -22.6% | +133.0% | +187.2% |
| All | +110.4% | -21.2% | +131.6% | +187.2% |
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 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