+140.1%
SPXL vs FHN
+90.1%
+50.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.1% | -1.2% |
| 7D | -1.3% | 0.0% | -1.3% | -1.3% |
| 30D | -5.0% | -2.6% | -2.4% | -3.8% |
| 3M | +7.6% | 0.0% | +7.6% | +7.3% |
| 6M | +33.6% | +9.2% | +24.4% | +27.5% |
| YTD | +28.1% | +4.3% | +23.8% | +24.9% |
| 1Y | +43.6% | +10.8% | +32.9% | +35.3% |
| 3Y | +225.8% | +130.7% | +95.1% | +132.3% |
| 5Y | +140.1% | +87.4% | +52.7% | +64.5% |
| All | +140.1% | +90.1% | +50.0% | +64.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling