+148.4%
FIS vs SPXL
+7,063.6%
-6,915.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.2% | +5.4% | +4.5% |
| 7D | +2.8% | +7.4% | -4.6% | +0.5% |
| 30D | -16.7% | -7.8% | -8.9% | -15.6% |
| 3M | -32.3% | -11.9% | -20.4% | -30.5% |
| 6M | -29.1% | -1.7% | -27.3% | -30.3% |
| YTD | -54.1% | +20.8% | -74.9% | -58.2% |
| 1Y | -53.7% | +25.0% | -78.7% | -58.4% |
| 3Y | -38.8% | +226.1% | -265.0% | -62.3% |
| 5Y | -71.1% | +101.1% | -172.2% | -80.6% |
| 10Y | -53.1% | +1,112.6% | -1,165.6% | -84.9% |
| All | +148.4% | +7,063.6% | -6,915.2% | -63.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling