-100.0%
SOXS vs FTI
+305.3%
-405.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.0% | -6.6% | -4.8% |
| 7D | -4.7% | -4.4% | -0.4% | -7.9% |
| 30D | +7.7% | +1.5% | +6.3% | +9.8% |
| 3M | -10.2% | +8.2% | -18.4% | -2.6% |
| 6M | -99.2% | +18.8% | -118.0% | -99.0% |
| YTD | -99.5% | +71.7% | -171.2% | -99.1% |
| 1Y | -99.8% | +90.0% | -189.8% | -99.5% |
| 3Y | -100.0% | +270.5% | -370.5% | -99.9% |
| 5Y | -100.0% | +1,084.5% | -1,184.5% | -100.0% |
| All | -100.0% | +305.3% | -405.3% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling