-80.8%
FIG vs SPXL
+46.0%
-126.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.4% | +1.3% |
| 7D | -12.2% | -6.0% | -6.2% | -10.0% |
| 30D | -11.0% | -5.8% | -5.2% | -8.9% |
| 3M | +11.9% | +10.9% | +1.0% | +6.1% |
| 6M | -21.9% | +31.9% | -53.8% | -33.3% |
| YTD | -40.8% | +25.8% | -66.5% | -47.8% |
| 1Y | -56.6% | +39.8% | -96.4% | -62.1% |
| All | -80.8% | +46.0% | -126.9% | -82.6% |
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