-91.6%
SOXS vs FLEX
+23.4%
-115.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -12.3% | +21.1% | -8.2% |
| 7D | +46.7% | -17.0% | +63.6% | +18.0% |
| 30D | +97.0% | -33.8% | +130.8% | +24.3% |
| 3M | +39.5% | -39.0% | +78.6% | -14.8% |
| 6M | -54.9% | -15.9% | -39.0% | -43.6% |
| YTD | -90.4% | +27.8% | -118.2% | -70.5% |
| 1Y | -91.6% | +25.0% | -116.6% | -73.6% |
| All | -91.6% | +23.4% | -115.1% | -73.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 1y: compounded portfolio wealth divided by compounded FLEX 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…
1y analysis · Full analysis span regression · 6 months rolling