+140.1%
SPXL vs SFM
+217.9%
-77.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.9% | +2.5% | -0.2% |
| 7D | -1.3% | -7.2% | +5.9% | +0.8% |
| 30D | -5.0% | -14.3% | +9.3% | -0.9% |
| 3M | +7.6% | -13.7% | +21.3% | +11.3% |
| 6M | +33.6% | -6.0% | +39.6% | +32.3% |
| YTD | +28.1% | -8.2% | +36.3% | +27.1% |
| 1Y | +43.6% | -46.2% | +89.9% | +72.3% |
| 3Y | +225.8% | +83.6% | +142.3% | +137.1% |
| 5Y | +140.1% | +212.7% | -72.6% | +51.8% |
| All | +140.1% | +217.9% | -77.8% | +51.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling