+156.1%
SOXL vs FLUT
-51.9%
+208.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -0.7% | -7.4% | -7.6% |
| 7D | +8.5% | -3.6% | +12.0% | +11.0% |
| 30D | -13.0% | -0.3% | -12.6% | -14.5% |
| 3M | -35.9% | -12.6% | -23.3% | -35.3% |
| 6M | +112.1% | -8.0% | +120.0% | +99.0% |
| YTD | +175.4% | -54.1% | +229.5% | +349.8% |
| 1Y | +304.9% | -66.1% | +371.0% | +755.7% |
| 3Y | +448.6% | -45.0% | +493.6% | +691.2% |
| 5Y | +156.1% | -51.2% | +207.3% | +219.2% |
| All | +156.1% | -51.9% | +208.0% | +219.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling