-65.8%
FLUT vs SPXL
+52.0%
-117.7%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.0% | -1.9% |
| 7D | -1.6% | +0.1% | -1.7% | -1.6% |
| 30D | +7.7% | -0.9% | +8.6% | +8.0% |
| 3M | -0.7% | +2.0% | -2.7% | -1.0% |
| 6M | -11.2% | +33.5% | -44.7% | -21.3% |
| YTD | -53.4% | +32.2% | -85.6% | -58.6% |
| 1Y | -65.8% | +48.9% | -114.7% | -69.5% |
| All | -65.8% | +52.0% | -117.7% | -69.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXL.
Daily Out/Under-Performance
Portfolio return minus SPXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXL 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 SPXL 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