+357.4%
SOXL vs FIS
-37.2%
+394.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.9% | +10.8% | +8.9% |
| 7D | +5.3% | +1.1% | +4.2% | +6.7% |
| 30D | -11.2% | -2.2% | -9.0% | -13.0% |
| 3M | -55.4% | +2.1% | -57.5% | -50.7% |
| 6M | +107.1% | -14.7% | +121.8% | +120.7% |
| YTD | +179.0% | -35.7% | +214.7% | +203.9% |
| 1Y | +357.4% | -37.1% | +394.4% | +406.2% |
| All | +357.4% | -37.2% | +394.6% | +406.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 1y: compounded portfolio wealth divided by compounded FIS 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…
1y analysis · Full analysis span regression · 6 months rolling