+21.7%
SPXL vs FN
-19.6%
+41.3%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +5.9% | -2.0% | +2.3% |
| 7D | -3.8% | +8.0% | -11.8% | -5.7% |
| 30D | -8.8% | -19.1% | +10.3% | -4.7% |
| 3M | -7.4% | -29.8% | +22.4% | -1.1% |
| 6M | +1.8% | -43.2% | +45.0% | +13.2% |
| YTD | +23.6% | -18.9% | +42.5% | +18.9% |
| 1Y | +21.7% | -17.9% | +39.6% | +14.3% |
| All | +21.7% | -19.6% | +41.3% | +14.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling