+1,537.1%
SOXX vs FLEX
+1,128.1%
+409.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +7.2% | -5.3% | -1.7% |
| 7D | +1.4% | +5.7% | -4.3% | -1.6% |
| 30D | -3.6% | -7.0% | +3.5% | -0.4% |
| 3M | -10.2% | -23.8% | +13.7% | +2.2% |
| 6M | +54.2% | +82.6% | -28.4% | +9.3% |
| YTD | +75.2% | +91.6% | -16.4% | +20.5% |
| 1Y | +107.5% | +100.6% | +6.9% | +38.7% |
| 3Y | +226.8% | +479.8% | -253.0% | +26.4% |
| 5Y | +251.2% | +746.5% | -495.3% | +12.7% |
| All | +1,537.1% | +1,128.1% | +409.0% | +304.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 FLEX 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