-100.0%
SOXS vs FTAI
+2,432.1%
-2,532.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -5.8% | +3.9% | -6.3% |
| 7D | -16.6% | -0.2% | -16.4% | -16.8% |
| 30D | -4.4% | -13.6% | +9.3% | -13.2% |
| 3M | -26.2% | -20.6% | -5.7% | -31.7% |
| 6M | -99.3% | -32.6% | -66.7% | -99.3% |
| YTD | -99.5% | -5.4% | -94.2% | -99.4% |
| 1Y | -99.8% | +12.9% | -112.7% | -99.6% |
| 3Y | -100.0% | +428.1% | -528.1% | -99.9% |
| 5Y | -100.0% | +863.0% | -963.0% | -99.9% |
| 10Y | -100.0% | +3,092.6% | -3,192.6% | -100.0% |
| All | -100.0% | +2,432.1% | -2,532.1% | -100.0% |
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