-48.5%
FLUT vs SOXQ
+279.9%
-328.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +2.0% | +0.1% |
| 7D | -3.6% | +2.3% | -5.9% | -4.3% |
| 30D | -0.3% | -3.9% | +3.6% | +0.6% |
| 3M | -12.6% | -4.7% | -7.9% | -13.8% |
| 6M | -8.0% | +47.9% | -55.9% | -25.4% |
| YTD | -54.1% | +64.3% | -118.4% | -64.7% |
| 1Y | -66.1% | +95.7% | -161.8% | -75.9% |
| 3Y | -45.0% | +231.5% | -276.5% | -70.7% |
| 5Y | -51.2% | +255.0% | -306.2% | -76.2% |
| All | -48.5% | +279.9% | -328.4% | -75.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling