+2,249.0%
SPXL vs SFM
+48.8%
+2,200.2%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.6% | -1.7% |
| 7D | +7.4% | +6.0% | +1.4% | +5.4% |
| 30D | -7.8% | -19.5% | +11.6% | -2.7% |
| 3M | -11.9% | -37.0% | +25.1% | +0.2% |
| 6M | -1.7% | -41.0% | +39.3% | +13.0% |
| YTD | +20.8% | -34.6% | +55.5% | +31.5% |
| 1Y | +25.0% | -36.3% | +61.3% | +37.0% |
| 3Y | +226.1% | +24.5% | +201.6% | +168.9% |
| 5Y | +101.1% | +115.9% | -14.8% | +31.0% |
| 10Y | +1,112.6% | +139.5% | +973.0% | +599.4% |
| All | +2,249.0% | +48.8% | +2,200.2% | +1,501.0% |
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 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