+4,921.3%
SOXL vs FLUT
-9.3%
+4,930.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.9% | +3.3% | +4.4% |
| 7D | +3.9% | +0.4% | +3.4% | +3.7% |
| 30D | -14.3% | +2.5% | -16.8% | -16.3% |
| 3M | -45.6% | -9.2% | -36.4% | -45.9% |
| 6M | +117.2% | -8.2% | +125.4% | +110.3% |
| YTD | +189.8% | -53.2% | +243.1% | +295.3% |
| 1Y | +317.7% | -65.6% | +383.3% | +571.9% |
| 3Y | +478.6% | -43.6% | +522.2% | +658.9% |
| 5Y | +169.5% | -50.3% | +219.8% | +234.8% |
| All | +4,921.3% | -9.3% | +4,930.6% | +7,023.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 10y: compounded portfolio wealth divided by compounded FLUT 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…
10y analysis · Full analysis span regression · 6 months rolling