-99.8%
SOXS vs FLR
+31.2%
-131.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | -2.3% | -7.9% | -13.8% |
| 7D | -7.0% | +5.4% | -12.4% | +0.4% |
| 30D | +2.8% | +11.4% | -8.6% | +22.8% |
| 3M | -9.8% | +11.4% | -21.3% | +34.1% |
| 6M | -99.2% | +16.6% | -115.8% | -97.1% |
| YTD | -99.5% | +41.7% | -141.2% | -97.6% |
| 1Y | -99.8% | +35.4% | -135.2% | -98.9% |
| All | -99.8% | +31.2% | -131.0% | -98.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 1y: compounded portfolio wealth divided by compounded FLR 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…
1y analysis · Full analysis span regression · 6 months rolling