-100.0%
SOXS vs FTV
-2.3%
-97.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.3% | -5.9% | -4.8% |
| 7D | -4.7% | -4.0% | -0.8% | -13.1% |
| 30D | +7.7% | -11.0% | +18.8% | -17.7% |
| 3M | -10.2% | -8.4% | -1.7% | -27.9% |
| 6M | -99.2% | -2.6% | -96.6% | -98.6% |
| YTD | -99.5% | -0.6% | -98.9% | -99.2% |
| 1Y | -99.8% | +11.0% | -110.7% | -99.4% |
| 3Y | -100.0% | -6.3% | -93.6% | -100.0% |
| All | -100.0% | -2.3% | -97.7% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 5y: compounded portfolio wealth divided by compounded FTV 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…
5y analysis · Full analysis span regression · 6 months rolling