-100.0%
SOXS vs FLEX
+717.1%
-817.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.4% | -0.5% | -4.4% |
| 7D | -16.6% | +6.4% | -22.9% | -6.7% |
| 30D | -4.4% | -5.9% | +1.5% | -10.2% |
| 3M | -26.2% | -23.5% | -2.8% | -32.4% |
| 6M | -99.3% | +83.7% | -183.0% | -87.5% |
| YTD | -99.5% | +86.5% | -186.0% | -90.9% |
| 1Y | -99.8% | +100.5% | -200.3% | -94.3% |
| 3Y | -100.0% | +469.8% | -569.8% | -92.2% |
| 5Y | -100.0% | +725.7% | -825.7% | -93.2% |
| All | -100.0% | +717.1% | -817.1% | -93.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling