-100.0%
SOXS vs FLEX
+1,925.2%
-2,025.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +4.4% | -9.3% | +1.8% |
| 7D | -15.6% | +7.0% | -22.6% | -6.0% |
| 30D | +4.8% | -5.8% | +10.6% | -0.3% |
| 3M | -21.6% | -24.2% | +2.6% | -26.9% |
| 6M | -99.3% | +90.8% | -190.1% | -90.8% |
| YTD | -99.5% | +89.2% | -188.7% | -92.8% |
| 1Y | -99.8% | +104.7% | -204.5% | -95.7% |
| 3Y | -100.0% | +478.1% | -578.1% | -96.5% |
| 5Y | -100.0% | +726.2% | -826.2% | -98.1% |
| 10Y | -100.0% | +1,060.6% | -1,160.6% | -100.0% |
| All | -100.0% | +1,925.2% | -2,025.2% | -100.0% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling