-23.6%
FIS vs SPXL
+231.8%
-255.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.7% | -4.2% | -5.6% |
| 7D | -3.5% | +1.5% | -4.9% | -3.7% |
| 30D | -7.8% | -3.7% | -4.2% | -7.1% |
| 3M | +0.8% | +8.1% | -7.3% | -1.1% |
| 6M | -21.9% | +39.0% | -60.9% | -28.0% |
| YTD | -39.5% | +29.9% | -69.4% | -43.4% |
| 1Y | -41.0% | +46.6% | -87.6% | -46.5% |
| 3Y | -23.6% | +230.5% | -254.1% | -51.9% |
| All | -23.6% | +231.8% | -255.4% | -51.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling