+143.2%
SPXL vs FIVE
+31.2%
+112.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.1% | -6.3% | -3.8% |
| 7D | +0.1% | +4.3% | -4.2% | -2.2% |
| 30D | -0.9% | +12.5% | -13.4% | -7.4% |
| 3M | +2.0% | +31.2% | -29.2% | -12.6% |
| 6M | +33.5% | +14.4% | +19.2% | +20.9% |
| YTD | +32.2% | +33.9% | -1.7% | +9.7% |
| 1Y | +48.9% | +65.1% | -16.2% | +9.6% |
| 3Y | +222.9% | +49.0% | +173.9% | +126.3% |
| All | +143.2% | +31.2% | +112.0% | +77.9% |
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