+113.9%
SOXX vs FTI
+108.8%
+5.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.3% | +3.8% | +3.6% |
| 7D | +2.2% | +5.3% | -3.1% | +0.4% |
| 30D | -2.0% | +15.3% | -17.4% | -6.6% |
| 3M | -13.7% | +15.8% | -29.5% | -18.1% |
| 6M | +52.4% | +22.6% | +29.8% | +40.1% |
| YTD | +72.8% | +79.5% | -6.7% | +44.5% |
| 1Y | +113.9% | +102.0% | +11.9% | +73.2% |
| All | +113.9% | +108.8% | +5.1% | +73.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling