+1,824.7%
SPXL vs FIVN
+292.8%
+1,531.9%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -6.1% | +4.5% | +0.6% |
| 7D | +1.5% | -8.2% | +9.7% | +4.7% |
| 30D | -3.7% | -8.1% | +4.4% | -1.0% |
| 3M | +8.1% | +34.9% | -26.8% | -6.3% |
| 6M | +39.0% | +72.6% | -33.6% | +5.2% |
| YTD | +29.9% | +55.8% | -25.8% | +1.0% |
| 1Y | +46.6% | +17.1% | +29.5% | +27.0% |
| 3Y | +230.5% | -54.3% | +284.8% | +291.9% |
| 5Y | +140.2% | -81.6% | +221.7% | +279.3% |
| 10Y | +1,168.8% | +109.2% | +1,059.6% | +849.7% |
| All | +1,824.7% | +292.8% | +1,531.9% | +1,107.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling