+1,248.4%
SPXL vs FE
+110.4%
+1,138.0%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.0% |
| 7D | -1.3% | -0.2% | -1.1% | -1.1% |
| 30D | -5.0% | -1.2% | -3.8% | -4.1% |
| 3M | +7.6% | +1.7% | +5.9% | +5.1% |
| 6M | +33.6% | -7.5% | +41.1% | +41.3% |
| YTD | +28.1% | +6.3% | +21.8% | +18.3% |
| 1Y | +43.6% | +10.9% | +32.8% | +26.7% |
| 3Y | +225.8% | +46.9% | +178.9% | +107.7% |
| 5Y | +140.1% | +47.6% | +92.5% | +56.2% |
| 10Y | +1,248.4% | +114.5% | +1,133.9% | +792.9% |
| All | +1,248.4% | +110.4% | +1,138.0% | +792.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 10y: compounded portfolio wealth divided by compounded FE 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…
10y analysis · Full analysis span regression · 6 months rolling