+7,886.5%
SPXL vs FE
+87.1%
+7,799.4%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.1% | +5.7% | +5.7% |
| 7D | -2.9% | -0.5% | -2.3% | -2.3% |
| 30D | -12.4% | +4.3% | -16.7% | -16.4% |
| 3M | -11.8% | +0.4% | -12.2% | -12.6% |
| 6M | -1.4% | +6.9% | -8.3% | -9.6% |
| YTD | +19.0% | +8.0% | +11.0% | +6.5% |
| 1Y | +18.0% | +4.8% | +13.1% | +8.7% |
| 3Y | +220.0% | +49.0% | +171.0% | +91.5% |
| 5Y | +102.6% | +46.2% | +56.4% | +26.0% |
| 10Y | +1,087.3% | +120.9% | +966.4% | +385.2% |
| All | +7,886.5% | +87.1% | +7,799.4% | +3,977.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling