+1,168.8%
SPXL vs USFD
+322.5%
+846.3%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.0% |
| 7D | +1.5% | -3.3% | +4.8% | +3.9% |
| 30D | -3.7% | -5.3% | +1.6% | 0.0% |
| 3M | +8.1% | +18.8% | -10.7% | -5.8% |
| 6M | +39.0% | +14.3% | +24.8% | +23.5% |
| YTD | +29.9% | +36.9% | -6.9% | -1.3% |
| 1Y | +46.6% | +31.7% | +14.9% | +14.0% |
| 3Y | +230.5% | +164.5% | +66.0% | +58.5% |
| 5Y | +140.2% | +212.6% | -72.4% | +6.6% |
| 10Y | +1,168.8% | +329.7% | +839.0% | +384.7% |
| All | +1,168.8% | +322.5% | +846.3% | +384.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 USFD 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