+1,087.3%
SPXL vs FIVE
+562.8%
+524.5%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | -2.9% | +7.3% | -10.2% | -6.6% |
| 30D | -12.4% | +18.1% | -30.5% | -20.6% |
| 3M | -11.8% | +7.7% | -19.5% | -16.5% |
| 6M | -1.4% | +13.6% | -15.0% | -11.7% |
| YTD | +19.0% | +34.6% | -15.6% | -5.1% |
| 1Y | +18.0% | +66.2% | -48.3% | -17.7% |
| 3Y | +220.0% | +43.5% | +176.5% | +110.0% |
| 5Y | +102.6% | +20.7% | +81.9% | +47.6% |
| 10Y | +1,087.3% | +541.5% | +545.8% | +321.4% |
| All | +1,087.3% | +562.8% | +524.5% | +321.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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