+43.6%
SPXL vs FFIV
+26.5%
+17.1%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.9% | -5.3% | -2.9% |
| 7D | -1.3% | +3.5% | -4.8% | -2.6% |
| 30D | -5.0% | -1.3% | -3.7% | -4.7% |
| 3M | +7.6% | +2.4% | +5.2% | +6.2% |
| 6M | +33.6% | +41.8% | -8.2% | +16.8% |
| YTD | +28.1% | +58.5% | -30.4% | +8.1% |
| 1Y | +43.6% | +24.3% | +19.3% | +31.0% |
| All | +43.6% | +26.5% | +17.1% | +31.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling