+213.8%
SPXL vs FTV
-5.5%
+219.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.3% | +0.5% | +0.5% |
| 7D | -6.0% | -5.2% | -0.8% | -0.9% |
| 30D | -5.8% | -11.5% | +5.7% | +6.2% |
| 3M | +10.9% | -9.0% | +19.9% | +20.4% |
| 6M | +31.9% | -2.0% | +33.9% | +31.6% |
| YTD | +25.8% | -0.9% | +26.7% | +20.5% |
| 1Y | +39.8% | +14.8% | +25.0% | +9.9% |
| All | +213.8% | -5.5% | +219.3% | +237.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 3y: compounded portfolio wealth divided by compounded FTV 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…
3y analysis · Full analysis span regression · 6 months rolling