+141.1%
SPXL vs FND
-62.8%
+203.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -0.9% |
| 7D | -6.0% | -5.1% | -0.9% | -3.0% |
| 30D | -5.8% | -22.5% | +16.8% | +9.8% |
| 3M | +10.9% | -5.0% | +15.9% | +11.3% |
| 6M | +31.9% | -21.5% | +53.4% | +47.6% |
| YTD | +25.8% | -23.0% | +48.8% | +40.0% |
| 1Y | +39.8% | -44.9% | +84.7% | +92.2% |
| 3Y | +219.9% | -50.0% | +269.8% | +320.8% |
| 5Y | +141.1% | -63.3% | +204.4% | +265.5% |
| All | +141.1% | -62.8% | +203.9% | +265.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling