+1,537.1%
SOXX vs FTI
+305.3%
+1,231.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +0.9% | +1.6% |
| 7D | +1.4% | -4.4% | +5.8% | +2.6% |
| 30D | -3.6% | +1.5% | -5.1% | -3.9% |
| 3M | -10.2% | +8.2% | -18.4% | -12.2% |
| 6M | +54.2% | +18.8% | +35.4% | +46.9% |
| YTD | +75.2% | +71.7% | +3.5% | +51.9% |
| 1Y | +107.5% | +90.0% | +17.5% | +74.7% |
| 3Y | +226.8% | +270.5% | -43.7% | +130.1% |
| 5Y | +251.2% | +1,084.5% | -833.3% | +79.7% |
| All | +1,537.1% | +305.3% | +1,231.9% | +818.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling