-40.7%
FIS vs SPXL
+1,239.4%
-1,280.0%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.8% | +3.0% | +1.8% |
| 7D | -8.9% | -6.0% | -2.9% | -7.0% |
| 30D | -9.9% | -5.8% | -4.1% | -8.2% |
| 3M | 0.0% | +10.9% | -10.9% | -4.0% |
| 6M | -22.9% | +31.9% | -54.8% | -30.8% |
| YTD | -40.9% | +25.8% | -66.6% | -46.2% |
| 1Y | -40.4% | +39.8% | -80.2% | -48.0% |
| 3Y | -25.4% | +219.9% | -245.2% | -54.3% |
| 5Y | -64.8% | +141.1% | -205.9% | -78.0% |
| All | -40.7% | +1,239.4% | -1,280.0% | -81.3% |
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