+55.9%
SOXL vs FIS
-50.5%
+106.4%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -23.7% | +14.9% | -27.3% |
| 7D | -37.9% | -18.4% | -19.5% | -44.7% |
| 30D | -59.4% | -11.4% | -48.0% | -59.3% |
| 3M | -52.3% | -32.0% | -20.3% | -64.5% |
| 6M | -47.7% | -35.6% | -12.1% | -55.3% |
| YTD | +58.8% | -53.8% | +112.5% | +62.0% |
| 1Y | +55.9% | -51.1% | +107.0% | +48.7% |
| All | +55.9% | -50.5% | +106.4% | +48.7% |
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