-66.1%
FIS vs SPXL
+137.2%
-203.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.4% | -2.0% | -3.0% |
| 7D | -9.1% | -1.3% | -7.8% | -8.7% |
| 30D | -10.4% | -5.0% | -5.5% | -9.1% |
| 3M | -3.7% | +7.6% | -11.3% | -6.3% |
| 6M | -24.8% | +33.6% | -58.4% | -32.0% |
| YTD | -41.6% | +28.1% | -69.7% | -46.6% |
| 1Y | -42.7% | +43.6% | -86.4% | -49.8% |
| 3Y | -26.2% | +225.8% | -252.1% | -54.2% |
| 5Y | -66.1% | +140.1% | -206.2% | -79.5% |
| All | -66.1% | +137.2% | -203.3% | -79.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling