+140.2%
SPXL vs FE
+48.2%
+92.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.2% |
| 7D | +1.5% | +0.6% | +0.8% | +1.0% |
| 30D | -3.7% | -2.1% | -1.5% | -2.2% |
| 3M | +8.1% | +2.6% | +5.5% | +5.3% |
| 6M | +39.0% | -6.8% | +45.8% | +45.3% |
| YTD | +29.9% | +6.9% | +23.1% | +20.7% |
| 1Y | +46.6% | +11.6% | +35.0% | +30.6% |
| 3Y | +230.5% | +47.7% | +182.8% | +109.2% |
| 5Y | +140.2% | +46.2% | +94.0% | +60.0% |
| All | +140.2% | +48.2% | +92.0% | +60.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling