+628.2%
FLUT vs SPXL
+7,736.1%
-7,107.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.0% | -2.1% |
| 7D | -1.6% | +0.1% | -1.7% | -1.6% |
| 30D | +7.7% | -0.9% | +8.6% | +7.8% |
| 3M | -0.7% | +2.0% | -2.7% | -1.1% |
| 6M | -11.2% | +33.5% | -44.7% | -13.9% |
| YTD | -53.4% | +32.2% | -85.6% | -54.9% |
| 1Y | -65.8% | +48.9% | -114.7% | -67.2% |
| 3Y | -44.9% | +222.9% | -267.8% | -50.7% |
| 5Y | -49.7% | +140.7% | -190.4% | -55.2% |
| 10Y | -9.7% | +1,192.7% | -1,202.4% | -21.2% |
| All | +628.2% | +7,736.1% | -7,107.9% | +511.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling