-50.6%
FLUT vs SPXL
+137.2%
-187.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | +0.1% | -0.9% |
| 7D | -2.6% | -1.3% | -1.3% | -2.2% |
| 30D | +5.4% | -5.0% | +10.4% | +7.2% |
| 3M | -10.8% | +7.6% | -18.3% | -13.7% |
| 6M | -9.2% | +33.6% | -42.8% | -19.3% |
| YTD | -53.8% | +28.1% | -81.9% | -58.4% |
| 1Y | -66.0% | +43.6% | -109.6% | -70.6% |
| 3Y | -44.7% | +225.8% | -270.5% | -65.5% |
| 5Y | -50.6% | +140.1% | -190.6% | -69.5% |
| All | -50.6% | +137.2% | -187.8% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling