+141.1%
SPXL vs FTV
-3.0%
+144.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.3% | +0.5% | +1.2% |
| 7D | -6.0% | -5.2% | -0.8% | +0.8% |
| 30D | -5.8% | -11.5% | +5.7% | +10.4% |
| 3M | +10.9% | -9.0% | +19.9% | +23.3% |
| 6M | +31.9% | -2.0% | +33.9% | +31.1% |
| YTD | +25.8% | -0.9% | +26.7% | +18.0% |
| 1Y | +39.8% | +14.8% | +25.0% | +3.3% |
| 3Y | +219.9% | -5.5% | +225.4% | +221.0% |
| 5Y | +141.1% | -1.9% | +142.9% | +122.7% |
| All | +141.1% | -3.0% | +144.1% | +122.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling