+230.2%
SPXL vs FGI
+12.3%
+217.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +6.2% | -7.2% | -1.1% |
| 7D | +9.6% | +13.5% | -4.0% | +9.4% |
| 30D | -9.8% | +17.1% | -26.9% | -9.9% |
| 3M | -9.1% | +78.0% | -87.1% | -10.4% |
| 6M | +1.1% | +46.4% | -45.3% | -0.4% |
| YTD | +22.3% | +47.7% | -25.4% | +19.7% |
| 1Y | +20.3% | +56.8% | -36.5% | +17.8% |
| All | +230.2% | +12.3% | +217.9% | +243.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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