+1,363.5%
SPXL vs USFD
+329.0%
+1,034.5%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.9% | -1.0% |
| 7D | +0.1% | -3.0% | +3.1% | +2.1% |
| 30D | -0.9% | +3.5% | -4.4% | -3.7% |
| 3M | +2.0% | +26.6% | -24.5% | -15.2% |
| 6M | +33.5% | +11.7% | +21.8% | +20.7% |
| YTD | +32.2% | +38.1% | -6.0% | -0.1% |
| 1Y | +48.9% | +33.4% | +15.5% | +14.9% |
| 3Y | +222.9% | +155.8% | +67.0% | +59.4% |
| 5Y | +140.7% | +214.0% | -73.3% | +7.2% |
| 10Y | +1,192.7% | +320.4% | +872.3% | +416.1% |
| All | +1,363.5% | +329.0% | +1,034.5% | +480.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling