+100.0%
SPXL vs FIVE
+19.1%
+80.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +5.6% | +1.4% | +4.1% |
| 7D | -0.9% | +6.2% | -7.1% | -3.6% |
| 30D | -11.4% | +18.2% | -29.6% | -18.5% |
| 3M | -10.8% | +3.8% | -14.7% | -13.2% |
| 6M | -0.3% | +13.7% | -14.0% | -9.1% |
| YTD | +20.3% | +34.7% | -14.4% | -0.6% |
| 1Y | +24.7% | +66.6% | -41.9% | -8.4% |
| 3Y | +238.6% | +44.3% | +194.3% | +144.3% |
| 5Y | +100.0% | +18.8% | +81.2% | +64.6% |
| All | +100.0% | +19.1% | +80.8% | +64.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling