-100.0%
SOXS vs FLNC
-70.4%
-29.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +2.5% | -8.0% | -4.3% |
| 7D | -4.7% | -4.1% | -0.7% | -6.3% |
| 30D | +7.7% | -24.8% | +32.5% | -5.5% |
| 3M | -10.2% | -59.1% | +48.9% | -33.4% |
| 6M | -99.2% | -42.0% | -57.2% | -99.2% |
| YTD | -99.5% | -49.8% | -49.7% | -99.5% |
| 1Y | -99.8% | +43.1% | -142.8% | -99.5% |
| 3Y | -100.0% | -61.0% | -39.0% | -100.0% |
| All | -100.0% | -70.4% | -29.6% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC 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 FLNC 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