+143.2%
SPXL vs FN
+289.0%
-145.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.1% | -4.4% | -2.6% |
| 7D | +0.1% | -1.7% | +1.7% | +0.7% |
| 30D | -0.9% | -22.0% | +21.1% | +8.2% |
| 3M | +2.0% | -43.0% | +45.0% | +25.9% |
| 6M | +33.5% | -27.7% | +61.3% | +41.3% |
| YTD | +32.2% | -10.5% | +42.7% | +22.4% |
| 1Y | +48.9% | +12.5% | +36.4% | +20.1% |
| 3Y | +222.9% | +153.8% | +69.1% | +44.1% |
| All | +143.2% | +289.0% | -145.8% | -26.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling