-11.0%
FLUT vs SPXL
+1,239.4%
-1,250.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.2% | -0.3% |
| 7D | -3.6% | -6.0% | +2.4% | -2.6% |
| 30D | -0.3% | -5.8% | +5.4% | +0.7% |
| 3M | -12.6% | +10.9% | -23.5% | -14.4% |
| 6M | -8.0% | +31.9% | -39.9% | -12.9% |
| YTD | -54.1% | +25.8% | -79.9% | -56.2% |
| 1Y | -66.1% | +39.8% | -105.9% | -68.3% |
| 3Y | -45.0% | +219.9% | -264.9% | -55.1% |
| 5Y | -51.2% | +141.1% | -192.3% | -60.5% |
| All | -11.0% | +1,239.4% | -1,250.4% | -27.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling