+221.4%
SPXL vs FWONK
+44.6%
+176.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.3% | +2.3% |
| 7D | -2.5% | +0.1% | -2.6% | -2.6% |
| 30D | -4.2% | -7.7% | +3.5% | +0.2% |
| 3M | +8.1% | +5.7% | +2.4% | +3.4% |
| 6M | +35.6% | +13.5% | +22.1% | +23.6% |
| YTD | +28.8% | -3.0% | +31.8% | +29.4% |
| 1Y | +39.8% | -6.4% | +46.2% | +43.4% |
| 3Y | +221.4% | +43.8% | +177.5% | +158.5% |
| All | +221.4% | +44.6% | +176.8% | +158.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK 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 FWONK 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