+8,434.9%
SPXL vs FN
+3,620.5%
+4,814.3%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.1% | -4.4% | -2.6% |
| 7D | +0.1% | -1.7% | +1.7% | +0.8% |
| 30D | -0.9% | -22.0% | +21.1% | +8.6% |
| 3M | +2.0% | -43.0% | +45.0% | +26.2% |
| 6M | +33.5% | -27.7% | +61.3% | +42.3% |
| YTD | +32.2% | -10.5% | +42.7% | +24.3% |
| 1Y | +48.9% | +12.5% | +36.4% | +23.7% |
| 3Y | +222.9% | +153.8% | +69.1% | +65.6% |
| 5Y | +140.7% | +288.0% | -147.3% | -1.8% |
| 10Y | +1,192.7% | +906.4% | +286.2% | +258.5% |
| All | +8,434.9% | +3,620.5% | +4,814.3% | +1,445.1% |
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