+7,162.4%
SPXL vs FN
+2,887.5%
+4,274.9%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +11.7% | -10.9% | -4.4% |
| 7D | -8.7% | 0.0% | -8.7% | -9.7% |
| 30D | -16.9% | -34.3% | +17.4% | -1.7% |
| 3M | -15.2% | -39.9% | +24.7% | +1.7% |
| 6M | -5.5% | -51.8% | +46.3% | +20.7% |
| YTD | +12.4% | -28.1% | +40.6% | +13.6% |
| 1Y | +16.9% | -29.1% | +46.0% | +17.7% |
| 3Y | +211.8% | +102.4% | +109.4% | +72.3% |
| 5Y | +85.6% | +171.7% | -86.0% | -13.0% |
| 10Y | +1,159.4% | +773.5% | +385.9% | +265.6% |
| All | +7,162.4% | +2,887.5% | +4,274.9% | +1,311.8% |
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