+236.1%
SPXL vs FFIV
+142.5%
+93.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -0.9% |
| 7D | +0.1% | -1.0% | +1.0% | +0.7% |
| 30D | -0.9% | -5.1% | +4.2% | +2.5% |
| 3M | +2.0% | -4.5% | +6.5% | +4.7% |
| 6M | +33.5% | +36.5% | -3.0% | +1.3% |
| YTD | +32.2% | +53.0% | -20.8% | -10.4% |
| 1Y | +48.9% | +24.2% | +24.7% | +19.7% |
| All | +236.1% | +142.5% | +93.7% | +55.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling