+1,199.1%
SPXL vs FLR
+19.7%
+1,179.3%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.2% | +1.2% | +2.0% |
| 7D | -2.5% | -3.5% | +1.0% | -1.2% |
| 30D | -4.2% | +4.2% | -8.4% | -5.9% |
| 3M | +8.1% | +8.1% | 0.0% | +3.5% |
| 6M | +35.6% | +21.5% | +14.1% | +22.8% |
| YTD | +28.8% | +36.8% | -8.0% | +11.2% |
| 1Y | +39.8% | +31.2% | +8.6% | +22.2% |
| 3Y | +221.4% | +53.9% | +167.5% | +156.5% |
| 5Y | +146.9% | +243.0% | -96.1% | +47.4% |
| All | +1,199.1% | +19.7% | +1,179.3% | +1,041.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 10y: compounded portfolio wealth divided by compounded FLR 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…
10y analysis · Full analysis span regression · 6 months rolling