+2,502.1%
SOXX vs FTI
+2,468.4%
+33.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.9% | +0.1% | -1.8% |
| 7D | +3.0% | -5.6% | +8.7% | +4.9% |
| 30D | -3.1% | +0.4% | -3.5% | -3.3% |
| 3M | -4.4% | +8.1% | -12.5% | -7.0% |
| 6M | +52.9% | +16.7% | +36.2% | +44.7% |
| YTD | +72.0% | +70.0% | +2.0% | +44.5% |
| 1Y | +105.1% | +85.4% | +19.7% | +66.9% |
| 3Y | +220.6% | +265.9% | -45.3% | +105.9% |
| 5Y | +244.8% | +1,072.7% | -827.9% | +43.2% |
| 10Y | +1,537.1% | +298.9% | +1,238.2% | +701.2% |
| All | +2,502.1% | +2,468.4% | +33.7% | +301.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling