-100.0%
SOXS vs FLUT
-9.3%
-90.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.9% | -7.5% | -4.7% |
| 7D | -4.7% | +0.4% | -5.2% | -4.5% |
| 30D | +7.7% | +2.5% | +5.2% | +8.7% |
| 3M | -10.2% | -9.2% | -0.9% | -16.5% |
| 6M | -99.2% | -8.2% | -91.0% | -99.5% |
| YTD | -99.5% | -53.2% | -46.3% | -99.8% |
| 1Y | -99.8% | -65.6% | -34.2% | -99.9% |
| 3Y | -100.0% | -43.6% | -56.4% | -100.0% |
| 5Y | -100.0% | -50.3% | -49.7% | -100.0% |
| All | -100.0% | -9.3% | -90.7% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 10y: compounded portfolio wealth divided by compounded FLUT 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…
10y analysis · Full analysis span regression · 6 months rolling