+2.0%
FISV vs SPXL
+1,271.9%
-1,269.9%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +2.4% | +3.0% | +4.6% |
| 7D | -2.7% | -2.5% | -0.1% | -1.8% |
| 30D | 0.0% | -4.2% | +4.3% | +1.5% |
| 3M | -2.8% | +8.1% | -10.9% | -6.0% |
| 6M | -11.8% | +35.6% | -47.4% | -21.5% |
| YTD | -23.2% | +28.8% | -52.0% | -30.6% |
| 1Y | -62.0% | +39.8% | -101.8% | -66.7% |
| 3Y | -57.6% | +221.4% | -279.0% | -73.8% |
| 5Y | -53.4% | +146.9% | -200.3% | -71.0% |
| All | +2.0% | +1,271.9% | -1,269.9% | -70.7% |
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