+1,537.1%
SOXX vs FLR
+19.7%
+1,517.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.2% | +0.6% | +1.6% |
| 7D | +1.4% | -3.5% | +4.9% | +2.2% |
| 30D | -3.6% | +4.2% | -7.7% | -4.5% |
| 3M | -10.2% | +8.1% | -18.2% | -11.8% |
| 6M | +54.2% | +21.5% | +32.7% | +47.4% |
| YTD | +75.2% | +36.8% | +38.4% | +63.3% |
| 1Y | +107.5% | +31.2% | +76.3% | +94.8% |
| 3Y | +226.8% | +53.9% | +172.9% | +191.7% |
| 5Y | +251.2% | +243.0% | +8.2% | +171.2% |
| All | +1,537.1% | +19.7% | +1,517.4% | +1,338.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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