+7,110.3%
SPXL vs FN
+2,575.5%
+4,534.8%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -14.2% | +1.2% | -6.7% |
| 7D | -14.2% | -16.0% | +1.7% | -8.0% |
| 30D | -18.1% | -40.1% | +22.0% | +1.3% |
| 3M | -16.3% | -43.9% | +27.6% | +3.8% |
| 6M | -2.3% | -55.6% | +53.4% | +29.9% |
| YTD | +11.6% | -35.7% | +47.3% | +18.8% |
| 1Y | +12.3% | -39.8% | +52.1% | +22.3% |
| 3Y | +211.6% | +80.3% | +131.3% | +82.0% |
| 5Y | +84.3% | +143.3% | -59.0% | -8.9% |
| 10Y | +1,150.4% | +682.3% | +468.1% | +282.7% |
| All | +7,110.3% | +2,575.5% | +4,534.8% | +1,377.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling