+247.4%
SOXX vs FLNC
-70.4%
+317.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.5% | -0.6% | +1.4% |
| 7D | +1.4% | -4.1% | +5.4% | +2.0% |
| 30D | -3.6% | -24.8% | +21.2% | +1.2% |
| 3M | -10.2% | -59.1% | +48.9% | +4.3% |
| 6M | +54.2% | -42.0% | +96.2% | +62.5% |
| YTD | +75.2% | -49.8% | +125.0% | +84.6% |
| 1Y | +107.5% | +43.1% | +64.4% | +73.8% |
| 3Y | +226.8% | -61.0% | +287.7% | +201.2% |
| All | +247.4% | -70.4% | +317.7% | +190.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC 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 all: compounded portfolio wealth divided by compounded FLNC 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…
all analysis · Full analysis span regression · 6 months rolling