+230.5%
SPXL vs SFM
+96.9%
+133.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -6.5% | +4.8% | -0.2% |
| 7D | +1.5% | -5.8% | +7.3% | +2.7% |
| 30D | -3.7% | -11.4% | +7.7% | -1.3% |
| 3M | +8.1% | -12.2% | +20.3% | +10.5% |
| 6M | +39.0% | -5.2% | +44.2% | +37.9% |
| YTD | +29.9% | -4.5% | +34.4% | +28.1% |
| 1Y | +46.6% | -45.4% | +92.0% | +75.5% |
| 3Y | +230.5% | +91.1% | +139.4% | +184.3% |
| All | +230.5% | +96.9% | +133.6% | +184.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling