-99.8%
SOXS vs FTI
+108.8%
-208.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | -0.3% | -9.9% | -10.5% |
| 7D | -7.0% | +5.3% | -12.3% | -1.8% |
| 30D | +2.8% | +15.3% | -12.5% | +19.1% |
| 3M | -9.8% | +15.8% | -25.6% | +9.0% |
| 6M | -99.2% | +22.6% | -121.8% | -98.8% |
| YTD | -99.5% | +79.5% | -179.0% | -99.0% |
| 1Y | -99.8% | +102.0% | -201.8% | -99.5% |
| All | -99.8% | +108.8% | -208.5% | -99.5% |
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