+661.8%
FTI vs SOXQ
+279.9%
+381.8%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.6% | -0.2% | -1.9% |
| 7D | -5.6% | +2.3% | -7.9% | -6.4% |
| 30D | +0.4% | -3.9% | +4.3% | +1.7% |
| 3M | +8.1% | -4.7% | +12.8% | +8.2% |
| 6M | +16.7% | +47.9% | -31.2% | -3.0% |
| YTD | +70.0% | +64.3% | +5.6% | +35.3% |
| 1Y | +85.4% | +95.7% | -10.3% | +36.3% |
| 3Y | +265.9% | +231.5% | +34.4% | +110.1% |
| 5Y | +1,072.7% | +255.0% | +817.8% | +540.0% |
| All | +661.8% | +279.9% | +381.8% | +332.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling