+238.6%
SPXL vs USFD
+167.5%
+71.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +3.1% | +3.9% | +5.0% |
| 7D | -0.9% | +3.9% | -4.8% | -3.2% |
| 30D | -11.4% | +12.8% | -24.2% | -18.3% |
| 3M | -10.8% | +1.0% | -11.8% | -11.6% |
| 6M | -0.3% | +30.3% | -30.5% | -19.6% |
| YTD | +20.3% | +46.0% | -25.6% | -18.5% |
| 1Y | +24.7% | +49.6% | -24.9% | -18.2% |
| 3Y | +238.6% | +166.3% | +72.3% | +37.8% |
| All | +238.6% | +167.5% | +71.1% | +37.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling