+156.1%
SOXL vs FIS
-65.9%
+222.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | +1.2% | -9.2% | -8.8% |
| 7D | +8.5% | -8.9% | +17.3% | +14.7% |
| 30D | -13.0% | -9.9% | -3.0% | -7.9% |
| 3M | -35.9% | 0.0% | -35.9% | -41.9% |
| 6M | +112.1% | -22.9% | +135.0% | +128.0% |
| YTD | +175.4% | -40.9% | +216.3% | +279.3% |
| 1Y | +304.9% | -40.4% | +345.3% | +445.7% |
| 3Y | +448.6% | -25.4% | +473.9% | +474.2% |
| 5Y | +156.1% | -64.8% | +220.9% | +531.6% |
| All | +156.1% | -65.9% | +222.0% | +531.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling