-43.9%
FLUT vs SPXL
+231.8%
-275.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.3% | +1.2% |
| 7D | +3.8% | +1.5% | +2.4% | +3.3% |
| 30D | +6.3% | -3.7% | +10.0% | +7.6% |
| 3M | -4.0% | +8.1% | -12.2% | -7.5% |
| 6M | -10.3% | +39.0% | -49.3% | -22.2% |
| YTD | -53.2% | +29.9% | -83.1% | -58.4% |
| 1Y | -65.0% | +46.6% | -111.6% | -70.4% |
| 3Y | -43.9% | +230.5% | -274.4% | -69.5% |
| All | -43.9% | +231.8% | -275.7% | -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 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