-100.0%
SOXS vs FLEX
+1,228.4%
-1,328.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | -4.0% | +15.1% | +5.0% |
| 7D | -28.4% | +7.5% | -35.9% | -15.6% |
| 30D | +19.4% | -25.3% | +44.7% | -3.9% |
| 3M | +28.2% | -39.7% | +67.8% | -17.6% |
| 6M | -37.7% | -47.9% | +10.1% | -52.6% |
| YTD | -91.6% | +24.1% | -115.7% | -68.7% |
| 1Y | -93.1% | +26.0% | -119.0% | -72.2% |
| 3Y | -99.7% | +282.7% | -382.4% | -84.7% |
| 5Y | -99.9% | +424.2% | -524.2% | -88.2% |
| 10Y | -100.0% | +613.8% | -713.8% | -100.0% |
| All | -100.0% | +1,228.4% | -1,328.4% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling