+145.2%
SPXL vs FLR
+238.1%
-92.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.2% | +1.2% | +1.8% |
| 7D | -2.5% | -3.5% | +1.0% | -0.8% |
| 30D | -4.2% | +4.2% | -8.4% | -6.4% |
| 3M | +8.1% | +8.1% | 0.0% | +1.8% |
| 6M | +35.6% | +21.5% | +14.1% | +17.8% |
| YTD | +28.8% | +36.8% | -8.0% | +4.4% |
| 1Y | +39.8% | +31.2% | +8.6% | +15.0% |
| 3Y | +221.4% | +53.9% | +167.5% | +119.8% |
| All | +145.2% | +238.1% | -92.9% | +12.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling