+20,415.5%
SOXL vs FIS
+125.6%
+20,289.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -5.9% | +11.0% | +12.9% |
| 7D | +16.4% | -3.5% | +19.8% | +20.6% |
| 30D | -12.1% | -7.8% | -4.3% | -4.7% |
| 3M | -41.7% | +0.8% | -42.5% | -51.4% |
| 6M | +157.4% | -21.9% | +179.3% | +176.3% |
| YTD | +193.3% | -39.5% | +232.8% | +341.3% |
| 1Y | +355.3% | -41.0% | +396.3% | +591.9% |
| 3Y | +484.2% | -23.6% | +507.8% | +456.2% |
| 5Y | +182.7% | -65.6% | +248.3% | +855.4% |
| 10Y | +4,692.2% | -40.2% | +4,732.4% | +8,526.4% |
| All | +20,415.5% | +125.6% | +20,289.9% | +4,437.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling