+4,958.0%
FICO vs SPXL
+6,567.8%
-1,609.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.7% |
| 7D | -0.9% | -8.7% | +7.8% | +2.2% |
| 30D | +3.3% | -16.9% | +20.2% | +10.5% |
| 3M | -31.7% | -15.2% | -16.5% | -27.6% |
| 6M | -34.0% | -5.5% | -28.5% | -34.5% |
| YTD | -58.3% | +12.4% | -70.8% | -62.1% |
| 1Y | -57.9% | +16.9% | -74.8% | -62.5% |
| 3Y | -24.1% | +211.8% | -235.9% | -59.2% |
| 5Y | +85.3% | +85.6% | -0.3% | +13.4% |
| 10Y | +520.3% | +1,159.4% | -639.1% | +29.5% |
| All | +4,958.0% | +6,567.8% | -1,609.8% | +218.0% |
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