-72.3%
FIS vs SPXL
+106.3%
-178.6%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -1.0% | -5.1% | -5.8% |
| 7D | -3.5% | +9.6% | -13.1% | -5.9% |
| 30D | -19.4% | -9.8% | -9.7% | -17.9% |
| 3M | -31.6% | -9.1% | -22.5% | -30.5% |
| 6M | -32.5% | +1.1% | -33.7% | -34.2% |
| YTD | -56.0% | +22.3% | -78.3% | -59.7% |
| 1Y | -55.5% | +20.3% | -75.8% | -59.2% |
| 3Y | -41.3% | +229.0% | -270.3% | -64.2% |
| 5Y | -72.3% | +103.6% | -175.8% | -82.3% |
| All | -72.3% | +106.3% | -178.6% | -82.3% |
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 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