+602.8%
FICO vs SPXL
+1,166.6%
-563.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +0.8% |
| 7D | -15.4% | +1.5% | -16.9% | -15.9% |
| 30D | -10.4% | -3.7% | -6.7% | -8.9% |
| 3M | -22.7% | +8.1% | -30.8% | -26.3% |
| 6M | -36.8% | +39.0% | -75.8% | -46.3% |
| YTD | -44.8% | +29.9% | -74.7% | -51.9% |
| 1Y | -39.3% | +46.6% | -85.9% | -50.2% |
| 3Y | +3.7% | +230.5% | -226.8% | -44.1% |
| 5Y | +101.7% | +140.2% | -38.4% | +13.2% |
| 10Y | +602.8% | +1,168.8% | -566.0% | +47.1% |
| All | +602.8% | +1,166.6% | -563.8% | +47.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXL.
Daily Out/Under-Performance
Portfolio return minus SPXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXL 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded SPXL 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling