+8,771.7%
SPXL vs FHN
+220.7%
+8,551.0%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.1% |
| 7D | +0.1% | +1.2% | -1.1% | -0.9% |
| 30D | -0.9% | -4.7% | +3.8% | +3.0% |
| 3M | +2.0% | +3.5% | -1.5% | -1.5% |
| 6M | +33.5% | +7.8% | +25.7% | +24.8% |
| YTD | +32.2% | +5.9% | +26.3% | +24.8% |
| 1Y | +48.9% | +12.5% | +36.4% | +32.1% |
| 3Y | +222.9% | +117.2% | +105.6% | +61.4% |
| 5Y | +140.7% | +86.5% | +54.2% | +9.1% |
| 10Y | +1,192.7% | +125.7% | +1,066.9% | +350.7% |
| All | +8,771.7% | +220.7% | +8,551.0% | +2,139.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling