+196.5%
SOXL vs FLUT
-45.9%
+242.4%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | -1.0% | -10.0% | -10.6% |
| 7D | +26.9% | -0.7% | +27.6% | +27.6% |
| 30D | -47.2% | +9.3% | -56.5% | -50.7% |
| 3M | -59.9% | -17.5% | -42.4% | -57.7% |
| 6M | -68.3% | -14.6% | -53.7% | -70.6% |
| YTD | +38.8% | -62.3% | +101.1% | +163.3% |
| 1Y | +48.8% | -59.6% | +108.4% | +162.7% |
| 3Y | +196.5% | -45.3% | +241.8% | +376.1% |
| All | +196.5% | -45.9% | +242.4% | +376.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling