+7,886.5%
SPXL vs FFIV
+1,184.7%
+6,701.8%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.0% |
| 7D | -2.9% | -4.2% | +1.3% | +1.3% |
| 30D | -12.4% | -33.9% | +21.5% | +21.4% |
| 3M | -11.8% | -22.6% | +10.8% | +5.1% |
| 6M | -1.4% | -10.4% | +9.0% | +2.0% |
| YTD | +19.0% | +24.3% | -5.3% | -10.5% |
| 1Y | +18.0% | +31.8% | -13.8% | -16.0% |
| 3Y | +220.0% | +99.5% | +120.5% | +55.6% |
| 5Y | +102.6% | +40.7% | +61.8% | +42.9% |
| 10Y | +1,087.3% | +126.9% | +960.4% | +498.2% |
| All | +7,886.5% | +1,184.7% | +6,701.8% | +189.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling