-51.1%
FIS vs SPXL
+29.9%
-81.0%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | +4.8% | -28.5% | -23.7% |
| 7D | -18.4% | -2.5% | -15.9% | -17.9% |
| 30D | -11.4% | -4.3% | -7.0% | -10.7% |
| 3M | -32.0% | -4.2% | -27.7% | -31.5% |
| 6M | -35.6% | +15.0% | -50.6% | -37.2% |
| YTD | -53.8% | +28.4% | -82.2% | -55.1% |
| 1Y | -51.1% | +30.3% | -81.4% | -52.6% |
| All | -51.1% | +29.9% | -81.0% | -52.6% |
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 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