-39.3%
FICO vs SPXL
+46.8%
-86.1%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +0.3% |
| 7D | -15.4% | +1.5% | -16.9% | -15.5% |
| 30D | -10.4% | -3.7% | -6.7% | -9.9% |
| 3M | -22.7% | +8.1% | -30.8% | -23.4% |
| 6M | -36.8% | +39.0% | -75.8% | -41.6% |
| YTD | -44.8% | +29.9% | -74.7% | -47.9% |
| 1Y | -39.3% | +46.6% | -85.9% | -42.5% |
| All | -39.3% | +46.8% | -86.1% | -42.5% |
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 2025-09-08 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling