+2,469.5%
SPXL vs SFM
+132.6%
+2,336.9%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.9% | -4.1% | -2.2% |
| 7D | +0.1% | -0.1% | +0.1% | 0.0% |
| 30D | -0.9% | -4.4% | +3.5% | +0.2% |
| 3M | +2.0% | +1.5% | +0.5% | +0.2% |
| 6M | +33.5% | +6.5% | +27.0% | +26.8% |
| YTD | +32.2% | +2.2% | +30.0% | +26.6% |
| 1Y | +48.9% | -41.9% | +90.8% | +72.4% |
| 3Y | +222.9% | +106.8% | +116.1% | +128.5% |
| 5Y | +140.7% | +231.6% | -90.9% | +38.5% |
| 10Y | +1,192.7% | +258.4% | +934.2% | +560.1% |
| All | +2,469.5% | +132.6% | +2,336.9% | +1,441.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling