-100.0%
SOXS vs FLUT
-42.9%
-57.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.4% | -0.5% | -2.5% |
| 7D | -16.6% | -2.6% | -14.0% | -17.7% |
| 30D | -4.4% | +5.4% | -9.7% | -2.1% |
| 3M | -26.2% | -10.8% | -15.5% | -34.0% |
| 6M | -99.3% | -9.2% | -90.0% | -99.6% |
| YTD | -99.5% | -53.8% | -45.7% | -99.9% |
| 1Y | -99.8% | -66.0% | -33.8% | -100.0% |
| All | -100.0% | -42.9% | -57.1% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling