-100.0%
SOXS vs FTI
+274.1%
-374.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -2.3% |
| 7D | -16.6% | -2.3% | -14.2% | -18.4% |
| 30D | -4.4% | +5.0% | -9.4% | +0.5% |
| 3M | -26.2% | +13.8% | -40.1% | -15.7% |
| 6M | -99.3% | +22.9% | -122.2% | -99.0% |
| YTD | -99.5% | +75.0% | -174.5% | -99.1% |
| 1Y | -99.8% | +96.9% | -196.7% | -99.5% |
| 3Y | -100.0% | +276.7% | -376.7% | -99.9% |
| 5Y | -100.0% | +1,157.0% | -1,257.0% | -99.9% |
| 10Y | -100.0% | +310.7% | -410.7% | -100.0% |
| All | -100.0% | +274.1% | -374.1% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling