+1,110.7%
SPXL vs FFIV
+118.6%
+992.1%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.7% | +1.5% | +1.5% |
| 7D | +7.4% | -0.5% | +8.0% | +8.1% |
| 30D | -7.8% | -32.4% | +24.6% | +31.0% |
| 3M | -11.9% | -25.7% | +13.8% | +11.5% |
| 6M | -1.7% | -13.5% | +11.8% | +4.0% |
| YTD | +20.8% | +21.1% | -0.3% | -15.1% |
| 1Y | +25.0% | +29.4% | -4.4% | -18.9% |
| 3Y | +226.1% | +94.9% | +131.2% | +25.6% |
| 5Y | +101.1% | +34.7% | +66.4% | +24.6% |
| All | +1,110.7% | +118.6% | +992.1% | +328.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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