-91.6%
SOXS vs FTNT
+49.6%
-141.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.0% | +7.8% | +9.2% |
| 7D | +46.7% | -25.7% | +72.3% | +32.9% |
| 30D | +97.0% | -29.7% | +126.7% | +76.0% |
| 3M | +39.5% | -23.1% | +62.7% | +27.6% |
| 6M | -54.9% | +45.0% | -99.9% | -53.0% |
| YTD | -90.4% | +62.9% | -153.3% | -89.3% |
| 1Y | -91.6% | +51.8% | -143.5% | -91.3% |
| All | -91.6% | +49.6% | -141.2% | -91.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FTNT.
Daily Out/Under-Performance
Portfolio return minus FTNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTNT 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 FTNT 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