+85.0%
SPXL vs FN
+170.4%
-85.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +11.7% | -10.9% | -4.2% |
| 7D | -8.7% | 0.0% | -8.7% | -9.6% |
| 30D | -16.9% | -34.3% | +17.4% | -2.2% |
| 3M | -15.2% | -39.9% | +24.7% | +1.2% |
| 6M | -5.5% | -51.8% | +46.3% | +20.3% |
| YTD | +12.4% | -28.1% | +40.6% | +11.4% |
| 1Y | +16.9% | -29.1% | +46.0% | +15.3% |
| 3Y | +211.8% | +102.4% | +109.4% | +47.1% |
| All | +85.0% | +170.4% | -85.4% | -40.6% |
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 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