-45.3%
FLUT vs SPXL
+228.0%
-273.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.6% |
| 7D | -0.7% | +7.4% | -8.1% | -3.0% |
| 30D | +9.3% | -7.8% | +17.1% | +11.2% |
| 3M | -17.5% | -11.9% | -5.5% | -14.8% |
| 6M | -14.6% | -1.7% | -12.9% | -16.1% |
| YTD | -62.3% | +20.8% | -83.1% | -66.0% |
| 1Y | -59.6% | +25.0% | -84.6% | -64.2% |
| 3Y | -45.3% | +226.1% | -271.4% | -70.7% |
| All | -45.3% | +228.0% | -273.3% | -70.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling