-55.8%
FIG vs SPXL
+52.0%
-107.8%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.2% | -3.2% | -3.8% |
| 7D | -16.3% | +0.1% | -16.4% | -16.4% |
| 30D | -14.3% | -0.9% | -13.4% | -13.9% |
| 3M | +7.2% | +2.0% | +5.1% | +6.1% |
| 6M | -18.6% | +33.5% | -52.1% | -32.2% |
| YTD | -35.5% | +32.2% | -67.6% | -45.7% |
| 1Y | -55.8% | +48.9% | -104.7% | -68.0% |
| All | -55.8% | +52.0% | -107.8% | -68.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling