+1,376.5%
SPXL vs FTV
+90.8%
+1,285.7%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | +0.1% |
| 7D | +0.1% | -4.5% | +4.5% | +6.4% |
| 30D | -0.9% | -7.1% | +6.2% | +9.2% |
| 3M | +2.0% | -7.2% | +9.2% | +10.8% |
| 6M | +33.5% | -1.5% | +35.0% | +32.4% |
| YTD | +32.2% | +3.5% | +28.7% | +17.5% |
| 1Y | +48.9% | +20.3% | +28.5% | +5.0% |
| 3Y | +222.9% | -3.1% | +226.0% | +216.5% |
| 5Y | +140.7% | +2.3% | +138.4% | +136.0% |
| 10Y | +1,192.7% | +76.3% | +1,116.3% | +729.2% |
| All | +1,376.5% | +90.8% | +1,285.7% | +817.1% |
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 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