-100.0%
SOXS vs FLEX
+1,840.2%
-1,940.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | +1.5% | -11.7% | -7.9% |
| 7D | -7.0% | -0.9% | -6.1% | -7.9% |
| 30D | +2.8% | -10.1% | +12.9% | -9.3% |
| 3M | -9.8% | -31.3% | +21.5% | -26.7% |
| 6M | -99.2% | +71.3% | -170.5% | -90.3% |
| YTD | -99.5% | +81.2% | -180.7% | -92.9% |
| 1Y | -99.8% | +98.5% | -198.3% | -95.9% |
| 3Y | -100.0% | +428.2% | -528.2% | -96.4% |
| 5Y | -100.0% | +657.3% | -757.3% | -98.2% |
| 10Y | -100.0% | +995.9% | -1,095.9% | -100.0% |
| All | -100.0% | +1,840.2% | -1,940.2% | -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 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