+1,036.2%
FTI vs SOXQ
+258.1%
+778.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.8% | -0.8% | +0.4% |
| 7D | -4.4% | +0.8% | -5.1% | -4.6% |
| 30D | +1.5% | -4.6% | +6.1% | +3.1% |
| 3M | +8.2% | -10.2% | +18.4% | +10.9% |
| 6M | +18.8% | +49.7% | -30.8% | -2.0% |
| YTD | +71.7% | +67.2% | +4.4% | +35.1% |
| 1Y | +90.0% | +98.0% | -8.0% | +38.2% |
| 3Y | +270.5% | +237.2% | +33.3% | +107.9% |
| All | +1,036.2% | +258.1% | +778.1% | +508.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SOXQ.
Daily Out/Under-Performance
Portfolio return minus SOXQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOXQ 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 5y: compounded portfolio wealth divided by compounded SOXQ 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…
5y analysis · Full analysis span regression · 6 months rolling