-100.0%
SOXS vs FTI
+264.2%
-364.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -2.9% | +11.0% | +4.7% |
| 7D | -9.4% | -5.6% | -3.8% | -15.4% |
| 30D | +6.2% | +0.4% | +5.7% | +7.6% |
| 3M | -28.0% | +8.1% | -36.1% | -19.1% |
| 6M | -99.2% | +16.7% | -115.9% | -98.8% |
| YTD | -99.5% | +70.0% | -169.5% | -98.8% |
| 1Y | -99.7% | +85.4% | -185.2% | -99.3% |
| All | -100.0% | +264.2% | -364.2% | -99.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling