+8,196.4%
SPXL vs FDS
+930.2%
+7,266.2%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +2.7% | +1.2% | +0.8% |
| 7D | -3.8% | -2.1% | -1.6% | -1.5% |
| 30D | -8.8% | +16.0% | -24.8% | -24.7% |
| 3M | -7.4% | +18.8% | -26.2% | -28.4% |
| 6M | +1.8% | +54.1% | -52.3% | -49.2% |
| YTD | +23.6% | +17.0% | +6.6% | -20.3% |
| 1Y | +21.7% | +25.5% | -3.8% | -30.4% |
| 3Y | +232.4% | -23.3% | +255.7% | +251.1% |
| 5Y | +110.4% | -22.6% | +133.0% | +130.6% |
| 10Y | +1,140.4% | +130.2% | +1,010.2% | +222.4% |
| All | +8,196.4% | +930.2% | +7,266.2% | +110.3% |
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