+5,095.9%
FICO vs SPXL
+7,034.2%
-1,938.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +7.0% | -4.3% | -0.3% |
| 7D | -0.1% | -0.9% | +0.8% | -0.5% |
| 30D | +8.4% | -11.4% | +19.8% | +12.8% |
| 3M | -30.5% | -10.8% | -19.7% | -27.9% |
| 6M | -35.7% | -0.3% | -35.4% | -37.7% |
| YTD | -57.2% | +20.3% | -77.5% | -62.2% |
| 1Y | -58.4% | +24.7% | -83.1% | -64.0% |
| 3Y | -24.8% | +238.6% | -263.4% | -61.0% |
| 5Y | +79.3% | +100.0% | -20.7% | +6.2% |
| 10Y | +531.6% | +1,108.4% | -576.8% | +34.6% |
| All | +5,095.9% | +7,034.2% | -1,938.3% | +217.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling