-100.0%
SOXS vs FTNT
+9,376.8%
-9,476.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.7% | -2.1% |
| 7D | -16.6% | +1.7% | -18.3% | -15.1% |
| 30D | -4.4% | -4.3% | -0.1% | -7.3% |
| 3M | -26.2% | +13.6% | -39.8% | -11.7% |
| 6M | -99.3% | +87.6% | -186.9% | -98.5% |
| YTD | -99.5% | +98.0% | -197.5% | -99.0% |
| 1Y | -99.8% | +96.9% | -196.7% | -99.5% |
| 3Y | -100.0% | +145.4% | -245.4% | -99.9% |
| 5Y | -100.0% | +153.0% | -253.0% | -100.0% |
| 10Y | -100.0% | +2,098.3% | -2,198.3% | -100.0% |
| All | -100.0% | +9,376.8% | -9,476.8% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling