-34.0%
FICO vs SPXL
-3.3%
-30.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.3% |
| 7D | -0.9% | -8.7% | +7.8% | -1.9% |
| 30D | +3.3% | -16.9% | +20.2% | +1.5% |
| 3M | -31.7% | -15.2% | -16.5% | -32.9% |
| 6M | -34.0% | -5.5% | -28.5% | -30.8% |
| All | -34.0% | -3.3% | -30.6% | -30.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling