-99.2%
SOXS vs FTAI
-32.7%
-66.5%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -5.8% | +3.9% | -8.4% |
| 7D | -16.6% | -0.2% | -16.4% | -16.9% |
| 30D | -4.4% | -13.6% | +9.3% | -18.4% |
| 3M | -26.2% | -20.6% | -5.7% | -37.6% |
| All | -99.2% | -32.7% | -66.5% | -99.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling