-100.0%
SOXS vs FLUT
-26.8%
-73.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | -1.0% | +12.1% | +10.6% |
| 7D | -28.4% | -0.7% | -27.7% | -28.3% |
| 30D | +19.4% | +9.3% | +10.2% | +23.2% |
| 3M | +28.2% | -17.5% | +45.6% | +16.4% |
| 6M | -37.7% | -14.6% | -23.1% | -44.0% |
| YTD | -91.6% | -62.3% | -29.4% | -95.1% |
| 1Y | -93.1% | -59.6% | -33.4% | -95.8% |
| 3Y | -99.7% | -45.3% | -54.4% | -99.7% |
| 5Y | -99.9% | -50.4% | -49.5% | -99.9% |
| All | -100.0% | -26.8% | -73.2% | -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