+247.9%
SOXX vs FLEX
+737.7%
-489.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +7.2% | -5.3% | -2.2% |
| 7D | +1.4% | +5.7% | -4.3% | -2.0% |
| 30D | -3.6% | -7.0% | +3.5% | +0.1% |
| 3M | -10.2% | -23.8% | +13.7% | +3.8% |
| 6M | +54.2% | +82.6% | -28.4% | +1.8% |
| YTD | +75.2% | +91.6% | -16.4% | +11.2% |
| 1Y | +107.5% | +100.6% | +6.9% | +26.7% |
| 3Y | +226.8% | +479.8% | -253.0% | -3.7% |
| All | +247.9% | +737.7% | -489.8% | -24.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling