+602.0%
FICO vs SPXL
+1,188.1%
-586.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -1.2% | -15.5% | -16.2% |
| 7D | -19.2% | +0.1% | -19.2% | -19.1% |
| 30D | -14.6% | -0.9% | -13.7% | -14.2% |
| 3M | -20.1% | +2.0% | -22.1% | -22.0% |
| 6M | -36.3% | +33.5% | -69.8% | -45.0% |
| YTD | -44.9% | +32.2% | -77.0% | -52.3% |
| 1Y | -38.6% | +48.9% | -87.5% | -50.0% |
| 3Y | +4.0% | +222.9% | -218.9% | -43.4% |
| 5Y | +99.5% | +140.7% | -41.2% | +11.9% |
| All | +602.0% | +1,188.1% | -586.1% | +45.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling