+5,250.9%
SOXL vs FTAI
+2,361.6%
+2,889.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -2.8% | -5.2% | -5.9% |
| 7D | +8.5% | -9.7% | +18.1% | +16.8% |
| 30D | -13.0% | -20.0% | +7.0% | +2.3% |
| 3M | -35.9% | -20.1% | -15.9% | -21.9% |
| 6M | +112.1% | -33.3% | +145.3% | +202.1% |
| YTD | +175.4% | -8.0% | +183.4% | +215.1% |
| 1Y | +304.9% | +8.0% | +296.9% | +314.0% |
| 3Y | +448.6% | +413.4% | +35.2% | +50.8% |
| 5Y | +156.1% | +858.6% | -702.5% | -52.2% |
| 10Y | +4,957.3% | +3,003.7% | +1,953.7% | +454.8% |
| All | +5,250.9% | +2,361.6% | +2,889.3% | +484.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FTAI.
Daily Out/Under-Performance
Portfolio return minus FTAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTAI 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 FTAI 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