+141.1%
SPXL vs FIVN
-82.6%
+223.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.7% |
| 7D | -6.0% | -11.3% | +5.3% | -1.5% |
| 30D | -5.8% | -7.3% | +1.5% | -3.3% |
| 3M | +10.9% | +41.7% | -30.8% | -6.6% |
| 6M | +31.9% | +78.3% | -46.3% | -3.9% |
| YTD | +25.8% | +50.9% | -25.1% | -2.9% |
| 1Y | +39.8% | +19.7% | +20.1% | +19.5% |
| 3Y | +219.9% | -55.7% | +275.6% | +296.8% |
| 5Y | +141.1% | -82.6% | +223.6% | +305.6% |
| All | +141.1% | -82.6% | +223.7% | +305.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVN.
Daily Out/Under-Performance
Portfolio return minus FIVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVN 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 FIVN 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