+1,110.7%
SPXL vs FN
+700.1%
+410.5%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -7.3% | +6.1% | +2.4% |
| 7D | +7.4% | +0.3% | +7.2% | +6.9% |
| 30D | -7.8% | -16.5% | +8.7% | -1.3% |
| 3M | -11.9% | -42.1% | +30.2% | +10.3% |
| 6M | -1.7% | -52.9% | +51.1% | +31.3% |
| YTD | +20.8% | -28.0% | +48.8% | +18.8% |
| 1Y | +25.0% | -18.5% | +43.5% | +13.2% |
| 3Y | +226.1% | +93.9% | +132.3% | +48.8% |
| 5Y | +101.1% | +170.5% | -69.4% | -30.9% |
| All | +1,110.7% | +700.1% | +410.5% | +132.6% |
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