+25.0%
SPXL vs FE
+5.8%
+19.2%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -1.0% |
| 7D | +7.4% | +1.2% | +6.2% | +7.7% |
| 30D | -7.8% | +4.5% | -12.4% | -7.0% |
| 3M | -11.9% | +1.3% | -13.3% | -11.8% |
| 6M | -1.7% | +8.7% | -10.4% | 0.0% |
| YTD | +20.8% | +9.2% | +11.6% | +26.1% |
| 1Y | +25.0% | +7.0% | +18.0% | +30.5% |
| All | +25.0% | +5.8% | +19.2% | +30.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling