+4,921.3%
SOXL vs FIS
-39.8%
+4,961.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.2% | +5.1% | +5.1% |
| 7D | +3.9% | -7.9% | +11.8% | +13.0% |
| 30D | -14.3% | -8.0% | -6.3% | -8.0% |
| 3M | -45.6% | +0.6% | -46.2% | -53.9% |
| 6M | +117.2% | -22.2% | +139.4% | +133.1% |
| YTD | +189.8% | -40.8% | +230.6% | +337.2% |
| 1Y | +317.7% | -41.5% | +359.3% | +527.6% |
| 3Y | +478.6% | -25.5% | +504.1% | +474.2% |
| 5Y | +169.5% | -64.8% | +234.3% | +775.0% |
| All | +4,921.3% | -39.8% | +4,961.0% | +10,709.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling