+1,110.7%
SPXL vs FHN
+81.8%
+1,028.8%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.6% |
| 7D | +7.4% | +2.1% | +5.3% | +5.9% |
| 30D | -7.8% | +3.8% | -11.6% | -10.0% |
| 3M | -11.9% | -8.9% | -3.0% | -5.8% |
| 6M | -1.7% | +1.8% | -3.5% | -3.3% |
| YTD | +20.8% | +0.6% | +20.2% | +19.7% |
| 1Y | +25.0% | +12.9% | +12.1% | +13.8% |
| 3Y | +226.1% | +126.4% | +99.8% | +81.5% |
| 5Y | +101.1% | +62.3% | +38.8% | +19.8% |
| All | +1,110.7% | +81.8% | +1,028.8% | +562.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 10y: compounded portfolio wealth divided by compounded FHN 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…
10y analysis · Full analysis span regression · 6 months rolling