+1,168.3%
SPXL vs FHN
+129.4%
+1,038.9%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.6% | -2.4% |
| 7D | -6.0% | -0.8% | -5.2% | -5.5% |
| 30D | -5.8% | -2.6% | -3.1% | -4.1% |
| 3M | +10.9% | +0.8% | +10.0% | +9.7% |
| 6M | +31.9% | +9.2% | +22.7% | +23.5% |
| YTD | +25.8% | +5.1% | +20.6% | +20.6% |
| 1Y | +39.8% | +12.2% | +27.6% | +26.9% |
| 3Y | +219.9% | +132.4% | +87.4% | +74.2% |
| 5Y | +141.1% | +91.1% | +50.0% | +25.1% |
| All | +1,168.3% | +129.4% | +1,038.9% | +457.8% |
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