+539.5%
FICO vs SPXL
+1,146.6%
-607.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.9% | -4.1% | -1.8% |
| 7D | +4.0% | -3.8% | +7.7% | +4.9% |
| 30D | -1.5% | -8.8% | +7.3% | +1.0% |
| 3M | -29.8% | -7.4% | -22.4% | -28.5% |
| 6M | -33.3% | +1.8% | -35.0% | -35.8% |
| YTD | -56.9% | +23.6% | -80.5% | -62.2% |
| 1Y | -59.5% | +21.7% | -81.2% | -64.3% |
| 3Y | -26.9% | +232.4% | -259.3% | -61.1% |
| 5Y | +92.9% | +110.4% | -17.5% | +13.5% |
| 10Y | +539.5% | +1,140.4% | -600.9% | +27.6% |
| All | +539.5% | +1,146.6% | -607.1% | +27.6% |
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