-100.0%
SPXU vs FLR
+34.2%
-134.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +2.1% |
| 7D | -1.5% | +0.7% | -2.1% | -1.1% |
| 30D | +3.7% | -0.7% | +4.4% | +3.7% |
| 3M | -9.6% | +14.3% | -23.9% | -1.0% |
| 6M | -32.4% | +25.6% | -58.0% | -20.4% |
| YTD | -28.7% | +42.9% | -71.6% | -9.1% |
| 1Y | -38.2% | +38.7% | -77.0% | -20.9% |
| 3Y | -80.4% | +61.8% | -142.2% | -67.4% |
| 5Y | -86.0% | +254.1% | -340.1% | -58.8% |
| 10Y | -99.5% | +20.0% | -119.6% | -99.1% |
| All | -100.0% | +34.2% | -134.2% | -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