-100.0%
SOXS vs FLR
+54.2%
-154.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.2% | -6.8% | -4.0% |
| 7D | -4.7% | -3.5% | -1.3% | -8.7% |
| 30D | +7.7% | +4.2% | +3.6% | +14.5% |
| 3M | -10.2% | +8.1% | -18.2% | +13.9% |
| 6M | -99.2% | +21.5% | -120.7% | -97.6% |
| YTD | -99.5% | +36.8% | -136.3% | -98.2% |
| 1Y | -99.8% | +31.2% | -131.0% | -99.1% |
| 3Y | -100.0% | +53.9% | -153.9% | -99.8% |
| All | -100.0% | +54.2% | -154.2% | -99.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling