+6.0%
FTV vs SOXQ
+290.2%
-284.2%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.4% |
| 7D | -1.3% | +5.2% | -6.5% | -2.9% |
| 30D | -9.5% | -0.5% | -9.0% | -9.5% |
| 3M | -10.9% | -5.6% | -5.3% | -10.8% |
| 6M | -0.6% | +53.0% | -53.7% | -18.1% |
| YTD | +1.4% | +68.8% | -67.4% | -20.2% |
| 1Y | +17.6% | +105.7% | -88.1% | -15.6% |
| 3Y | -3.3% | +240.5% | -243.7% | -46.7% |
| 5Y | -0.1% | +266.8% | -266.9% | -49.1% |
| All | +6.0% | +290.2% | -284.2% | -46.2% |
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