+1,108.4%
SPXL vs FN
+837.6%
+270.9%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +11.9% | -4.9% | +1.0% |
| 7D | -0.9% | +16.3% | -17.1% | -9.4% |
| 30D | -11.4% | -24.7% | +13.3% | 0.0% |
| 3M | -10.8% | -34.9% | +24.1% | +5.1% |
| 6M | -0.3% | -41.1% | +40.8% | +18.3% |
| YTD | +20.3% | -19.6% | +39.9% | +12.3% |
| 1Y | +24.7% | -18.5% | +43.3% | +14.0% |
| 3Y | +238.6% | +119.1% | +119.4% | +45.7% |
| 5Y | +100.0% | +206.9% | -107.0% | -35.3% |
| 10Y | +1,108.4% | +826.4% | +282.0% | +120.4% |
| All | +1,108.4% | +837.6% | +270.9% | +120.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 10y: compounded portfolio wealth divided by compounded FN 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…
10y analysis · Full analysis span regression · 6 months rolling