+855.8%
SPXL vs FND
+56.5%
+799.3%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.0% | +1.4% | +1.8% |
| 7D | -2.5% | -5.8% | +3.2% | +1.1% |
| 30D | -4.2% | -20.2% | +16.0% | +9.8% |
| 3M | +8.1% | -12.0% | +20.1% | +14.3% |
| 6M | +35.6% | -18.5% | +54.1% | +48.1% |
| YTD | +28.8% | -22.3% | +51.1% | +42.7% |
| 1Y | +39.8% | -47.6% | +87.5% | +97.8% |
| 3Y | +221.4% | -49.8% | +271.1% | +329.6% |
| 5Y | +146.9% | -63.0% | +209.9% | +291.7% |
| All | +855.8% | +56.5% | +799.3% | +626.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 10y: compounded portfolio wealth divided by compounded FND 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…
10y analysis · Full analysis span regression · 6 months rolling