+1,537.1%
SOXX vs FLUT
-9.3%
+1,546.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.9% | 0.0% | +1.6% |
| 7D | +1.4% | +0.4% | +0.9% | +1.3% |
| 30D | -3.6% | +2.5% | -6.1% | -4.2% |
| 3M | -10.2% | -9.2% | -0.9% | -9.6% |
| 6M | +54.2% | -8.2% | +62.5% | +54.2% |
| YTD | +75.2% | -53.2% | +128.4% | +96.7% |
| 1Y | +107.5% | -65.6% | +173.1% | +145.4% |
| 3Y | +226.8% | -43.6% | +270.3% | +252.3% |
| 5Y | +251.2% | -50.3% | +301.5% | +263.4% |
| All | +1,537.1% | -9.3% | +1,546.4% | +1,674.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 FLUT 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