+167.2%
SOXL vs FLNC
-70.4%
+237.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.5% | +2.8% | +3.9% |
| 7D | +3.9% | -4.1% | +7.9% | +5.9% |
| 30D | -14.3% | -24.8% | +10.5% | -0.5% |
| 3M | -45.6% | -59.1% | +13.5% | -9.0% |
| 6M | +117.2% | -42.0% | +159.2% | +175.6% |
| YTD | +189.8% | -49.8% | +239.6% | +272.5% |
| 1Y | +317.7% | +43.1% | +274.7% | +180.2% |
| 3Y | +478.6% | -61.0% | +539.6% | +474.0% |
| All | +167.2% | -70.4% | +237.5% | +141.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC 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 FLNC 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