+1,108.4%
SPXL vs USFD
+368.6%
+739.8%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +3.1% | +3.9% | +4.8% |
| 7D | -0.9% | +3.9% | -4.8% | -3.4% |
| 30D | -11.4% | +12.8% | -24.2% | -18.9% |
| 3M | -10.8% | +1.0% | -11.8% | -12.0% |
| 6M | -0.3% | +30.3% | -30.5% | -19.4% |
| YTD | +20.3% | +46.0% | -25.6% | -13.1% |
| 1Y | +24.7% | +49.6% | -24.9% | -11.7% |
| 3Y | +238.6% | +166.3% | +72.3% | +61.4% |
| 5Y | +100.0% | +208.4% | -108.4% | -10.7% |
| 10Y | +1,108.4% | +371.2% | +737.2% | +367.6% |
| All | +1,108.4% | +368.6% | +739.8% | +367.6% |
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