+6,804.6%
SOXX vs FLUT
+2,037.5%
+4,767.2%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.0% | +0.8% |
| 7D | +6.1% | -2.6% | +8.7% | +6.3% |
| 30D | +0.5% | +5.4% | -4.9% | 0.0% |
| 3M | -5.3% | -10.8% | +5.4% | -4.9% |
| 6M | +58.3% | -9.2% | +67.5% | +58.5% |
| YTD | +76.8% | -53.8% | +130.7% | +85.9% |
| 1Y | +114.6% | -66.0% | +180.6% | +130.5% |
| 3Y | +229.6% | -44.7% | +274.3% | +241.5% |
| 5Y | +257.3% | -50.6% | +307.9% | +265.5% |
| 10Y | +1,583.2% | -10.4% | +1,593.7% | +1,600.8% |
| All | +6,804.6% | +2,037.5% | +4,767.2% | +7,035.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling