+32.1%
SPXL vs FRMI
-78.0%
+110.1%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.2% | +1.7% | -1.1% |
| 7D | -1.3% | +15.9% | -17.2% | -2.6% |
| 30D | -5.0% | -6.0% | +1.0% | -5.1% |
| 3M | +7.6% | -1.6% | +9.2% | +5.5% |
| 6M | +33.6% | -30.7% | +64.3% | +33.5% |
| YTD | +28.1% | -30.9% | +59.0% | +27.7% |
| All | +32.1% | -78.0% | +110.1% | +37.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 FRMI 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