+1,199.1%
SPXL vs FTI
+305.3%
+893.8%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.0% | +1.4% | +1.9% |
| 7D | -2.5% | -4.4% | +1.8% | -0.2% |
| 30D | -4.2% | +1.5% | -5.7% | -5.1% |
| 3M | +8.1% | +8.2% | -0.1% | +2.5% |
| 6M | +35.6% | +18.8% | +16.8% | +21.2% |
| YTD | +28.8% | +71.7% | -42.9% | -5.7% |
| 1Y | +39.8% | +90.0% | -50.2% | -3.8% |
| 3Y | +221.4% | +270.5% | -49.1% | +52.7% |
| 5Y | +146.9% | +1,084.5% | -937.6% | -41.4% |
| All | +1,199.1% | +305.3% | +893.8% | +344.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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