-100.0%
SPXS vs FLR
+105.6%
-205.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +2.1% |
| 7D | -1.5% | +0.7% | -2.2% | -1.1% |
| 30D | +3.7% | -0.7% | +4.3% | +3.6% |
| 3M | -9.6% | +14.3% | -23.9% | -0.3% |
| 6M | -32.4% | +25.6% | -58.0% | -19.3% |
| YTD | -28.7% | +42.9% | -71.5% | -7.0% |
| 1Y | -38.1% | +38.7% | -76.8% | -19.0% |
| 3Y | -80.1% | +61.8% | -141.9% | -65.4% |
| 5Y | -85.9% | +254.1% | -340.0% | -53.7% |
| 10Y | -99.5% | +20.0% | -119.6% | -99.1% |
| All | -100.0% | +105.6% | -205.6% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling