+9,612.4%
SOXL vs FLUT
+162.6%
+9,449.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | -1.0% | -10.0% | -10.7% |
| 7D | +26.9% | -0.7% | +27.6% | +27.4% |
| 30D | -47.2% | +9.3% | -56.5% | -49.6% |
| 3M | -59.9% | -17.5% | -42.4% | -58.5% |
| 6M | -68.3% | -14.6% | -53.7% | -69.0% |
| YTD | +38.8% | -62.3% | +101.1% | +83.1% |
| 1Y | +48.8% | -59.6% | +108.4% | +91.3% |
| 3Y | +196.5% | -45.3% | +241.8% | +266.5% |
| 5Y | -5.0% | -50.4% | +45.4% | +16.7% |
| 10Y | +1,914.5% | -26.8% | +1,941.4% | +2,386.7% |
| All | +9,612.4% | +162.6% | +9,449.8% | +9,764.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling