+39.8%
SPXL vs FHN
+11.4%
+28.4%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.6% | -2.2% |
| 7D | -6.0% | -0.8% | -5.2% | -5.6% |
| 30D | -5.8% | -2.6% | -3.1% | -4.5% |
| 3M | +10.9% | +0.8% | +10.0% | +9.8% |
| 6M | +31.9% | +9.2% | +22.7% | +24.1% |
| YTD | +25.8% | +5.1% | +20.6% | +20.3% |
| 1Y | +39.8% | +12.2% | +27.6% | +31.2% |
| All | +39.8% | +11.4% | +28.4% | +31.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling