+227.2%
SPXL vs FN
+158.4%
+68.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.1% | -4.4% | -2.4% |
| 7D | +0.1% | -1.7% | +1.7% | +0.6% |
| 30D | -0.9% | -22.0% | +21.1% | +6.8% |
| 3M | +2.0% | -43.0% | +45.0% | +22.3% |
| 6M | +33.5% | -27.7% | +61.3% | +40.5% |
| YTD | +32.2% | -10.5% | +42.7% | +24.0% |
| 1Y | +48.9% | +12.5% | +36.4% | +23.9% |
| All | +227.2% | +158.4% | +68.8% | +57.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling