+126.9%
SPXL vs FLNC
-70.4%
+197.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.5% | -0.1% | +1.9% |
| 7D | -2.5% | -4.1% | +1.5% | -1.8% |
| 30D | -4.2% | -24.8% | +20.5% | +1.5% |
| 3M | +8.1% | -59.1% | +67.2% | +28.9% |
| 6M | +35.6% | -42.0% | +77.6% | +41.2% |
| YTD | +28.8% | -49.8% | +78.6% | +34.1% |
| 1Y | +39.8% | +43.1% | -3.3% | +5.3% |
| 3Y | +221.4% | -61.0% | +282.3% | +176.2% |
| All | +126.9% | -70.4% | +197.3% | +75.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling