+8,010.4%
SPXL vs FDS
+923.5%
+7,086.9%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.6% |
| 7D | +7.4% | +1.5% | +6.0% | +5.7% |
| 30D | -7.8% | +14.8% | -22.7% | -23.0% |
| 3M | -11.9% | +16.3% | -28.2% | -30.1% |
| 6M | -1.7% | +66.2% | -68.0% | -55.1% |
| YTD | +20.8% | +16.2% | +4.6% | -21.6% |
| 1Y | +25.0% | +21.8% | +3.2% | -25.5% |
| 3Y | +226.1% | -23.9% | +250.0% | +247.5% |
| 5Y | +101.1% | -23.1% | +124.2% | +122.0% |
| 10Y | +1,112.6% | +128.7% | +983.8% | +217.5% |
| All | +8,010.4% | +923.5% | +7,086.9% | +107.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling