+2,502.1%
SOXX vs FLR
+250.0%
+2,252.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.3% | -0.4% | -2.0% |
| 7D | +3.0% | -6.9% | +9.9% | +5.2% |
| 30D | -3.1% | +1.1% | -4.3% | -3.6% |
| 3M | -4.4% | +14.3% | -18.7% | -8.3% |
| 6M | +52.9% | +19.1% | +33.8% | +44.0% |
| YTD | +72.0% | +35.1% | +36.9% | +55.9% |
| 1Y | +105.1% | +29.5% | +75.6% | +87.7% |
| 3Y | +220.6% | +53.0% | +167.6% | +169.2% |
| 5Y | +244.8% | +238.9% | +5.9% | +122.1% |
| 10Y | +1,537.1% | +17.4% | +1,519.7% | +1,062.6% |
| All | +2,502.1% | +250.0% | +2,252.0% | +770.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling