-100.0%
SOXS vs FTNT
+140.8%
-240.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.8% | -3.8% | -6.8% |
| 7D | -4.7% | -0.1% | -4.6% | -4.9% |
| 30D | +7.7% | -3.0% | +10.7% | +6.5% |
| 3M | -10.2% | +7.6% | -17.7% | -2.5% |
| 6M | -99.2% | +87.0% | -186.2% | -98.7% |
| YTD | -99.5% | +96.5% | -196.1% | -99.2% |
| 1Y | -99.8% | +92.9% | -192.7% | -99.6% |
| 3Y | -100.0% | +139.8% | -239.8% | -100.0% |
| All | -100.0% | +140.8% | -240.8% | -100.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling