+43.6%
SPXL vs FIVE
+64.7%
-21.1%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.7% | +1.3% | -0.5% |
| 7D | -1.3% | +1.7% | -3.0% | -1.9% |
| 30D | -5.0% | +5.0% | -10.0% | -6.9% |
| 3M | +7.6% | +29.5% | -21.9% | -2.7% |
| 6M | +33.6% | +12.4% | +21.2% | +26.1% |
| YTD | +28.1% | +31.2% | -3.1% | +10.6% |
| 1Y | +43.6% | +72.9% | -29.2% | +7.8% |
| All | +43.6% | +64.7% | -21.1% | +7.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling