+1,249.8%
SPXL vs FTV
+127.6%
+1,122.2%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.4% |
| 7D | +7.4% | +3.9% | +3.5% | +2.1% |
| 30D | -7.8% | +18.7% | -26.5% | -26.9% |
| 3M | -11.9% | +10.0% | -22.0% | -23.1% |
| 6M | -1.7% | +14.6% | -16.3% | -20.3% |
| YTD | +20.8% | +23.4% | -2.6% | -15.7% |
| 1Y | +25.0% | +31.3% | -6.3% | -20.6% |
| 3Y | +226.1% | +39.8% | +186.3% | +90.2% |
| 5Y | +101.1% | +17.7% | +83.4% | +62.9% |
| 10Y | +1,112.6% | +110.2% | +1,002.3% | +507.1% |
| All | +1,249.8% | +127.6% | +1,122.2% | +557.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling