-91.6%
SOXS vs FTI
+57.1%
-148.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -3.4% | +12.1% | +4.8% |
| 7D | +46.7% | -9.7% | +56.3% | +30.4% |
| 30D | +97.0% | -8.2% | +105.1% | +80.6% |
| 3M | +39.5% | -7.8% | +47.4% | +28.6% |
| 6M | -54.9% | -13.4% | -41.5% | -59.9% |
| YTD | -90.4% | +45.1% | -135.4% | -81.3% |
| 1Y | -91.6% | +54.6% | -146.2% | -81.3% |
| All | -91.6% | +57.1% | -148.7% | -81.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 1y: compounded portfolio wealth divided by compounded FTI 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…
1y analysis · Full analysis span regression · 6 months rolling