+1,199.1%
SPXL vs SFM
+271.4%
+927.7%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.8% | +1.6% | +2.2% |
| 7D | -2.5% | -10.6% | +8.1% | +1.2% |
| 30D | -4.2% | -15.5% | +11.2% | +0.9% |
| 3M | +8.1% | -17.4% | +25.5% | +14.1% |
| 6M | +35.6% | -3.4% | +39.0% | +33.1% |
| YTD | +28.8% | -8.7% | +37.5% | +28.0% |
| 1Y | +39.8% | -47.2% | +87.0% | +68.0% |
| 3Y | +221.4% | +82.7% | +138.7% | +134.1% |
| 5Y | +146.9% | +214.3% | -67.4% | +41.0% |
| All | +1,199.1% | +271.4% | +927.7% | +518.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 10y: compounded portfolio wealth divided by compounded SFM 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…
10y analysis · Full analysis span regression · 6 months rolling