+8,771.7%
SPXL vs FDS
+828.9%
+7,942.7%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.5% | +2.3% | +2.9% |
| 7D | +0.1% | -1.9% | +2.0% | +2.1% |
| 30D | -0.9% | +9.0% | -9.9% | -11.5% |
| 3M | +2.0% | +18.9% | -16.8% | -24.0% |
| 6M | +33.5% | +35.1% | -1.6% | -22.1% |
| YTD | +32.2% | +5.5% | +26.7% | +0.5% |
| 1Y | +48.9% | -16.8% | +65.7% | +46.1% |
| 3Y | +222.9% | -28.1% | +250.9% | +280.7% |
| 5Y | +140.7% | -17.4% | +158.1% | +143.0% |
| 10Y | +1,192.7% | +85.4% | +1,107.2% | +363.1% |
| All | +8,771.7% | +828.9% | +7,942.7% | +165.3% |
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