+8,771.7%
SPXL vs FTI
+514.7%
+8,257.0%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.0% |
| 7D | +0.1% | +5.3% | -5.2% | -3.5% |
| 30D | -0.9% | +15.3% | -16.2% | -10.6% |
| 3M | +2.0% | +15.8% | -13.7% | -9.4% |
| 6M | +33.5% | +22.6% | +10.9% | +12.3% |
| YTD | +32.2% | +79.5% | -47.4% | -15.4% |
| 1Y | +48.9% | +102.0% | -53.1% | -13.3% |
| 3Y | +222.9% | +315.8% | -93.0% | +8.3% |
| 5Y | +140.7% | +1,129.5% | -988.8% | -68.2% |
| 10Y | +1,192.7% | +320.9% | +871.7% | +182.5% |
| All | +8,771.7% | +514.7% | +8,257.0% | +972.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling