+143.5%
SPXL vs FFIV
+92.6%
+50.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.5% |
| 7D | +1.5% | -1.5% | +3.0% | +3.0% |
| 30D | -3.7% | -2.7% | -1.0% | -1.9% |
| 3M | +8.1% | -1.7% | +9.8% | +8.0% |
| 6M | +39.0% | +36.1% | +2.9% | -3.3% |
| YTD | +29.9% | +52.6% | -22.7% | -22.0% |
| 1Y | +46.6% | +21.5% | +25.1% | +10.7% |
| 3Y | +230.5% | +142.7% | +87.8% | +5.7% |
| All | +143.5% | +92.6% | +50.9% | +5.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling