-49.5%
FLUT vs SOXQ
+258.1%
-307.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.8% | +0.1% | +1.4% |
| 7D | +0.4% | +0.8% | -0.3% | +0.2% |
| 30D | +2.5% | -4.6% | +7.1% | +3.8% |
| 3M | -9.2% | -10.2% | +0.9% | -8.2% |
| 6M | -8.2% | +49.7% | -57.9% | -26.1% |
| YTD | -53.2% | +67.2% | -120.5% | -64.3% |
| 1Y | -65.6% | +98.0% | -163.6% | -75.7% |
| 3Y | -43.6% | +237.2% | -280.7% | -70.5% |
| All | -49.5% | +258.1% | -307.6% | -75.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SOXQ.
Daily Out/Under-Performance
Portfolio return minus SOXQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOXQ 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 SOXQ 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