+221.4%
SPXL vs FLNC
-62.9%
+284.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.5% | -0.1% | +2.0% |
| 7D | -2.5% | -4.1% | +1.5% | -2.0% |
| 30D | -4.2% | -24.8% | +20.5% | -0.1% |
| 3M | +8.1% | -59.1% | +67.2% | +22.9% |
| 6M | +35.6% | -42.0% | +77.6% | +40.7% |
| YTD | +28.8% | -49.8% | +78.6% | +33.8% |
| 1Y | +39.8% | +43.1% | -3.3% | +15.8% |
| 3Y | +221.4% | -61.0% | +282.3% | +194.0% |
| All | +221.4% | -62.9% | +284.2% | +194.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling