+113.9%
SOXX vs FTV
+21.7%
+92.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.0% | +4.5% | +3.7% |
| 7D | +2.2% | -4.5% | +6.7% | +3.0% |
| 30D | -2.0% | -7.1% | +5.0% | -0.9% |
| 3M | -13.7% | -7.2% | -6.5% | -12.4% |
| 6M | +52.4% | -1.5% | +53.9% | +51.9% |
| YTD | +72.8% | +3.5% | +69.3% | +72.0% |
| 1Y | +113.9% | +20.3% | +93.6% | +100.3% |
| All | +113.9% | +21.7% | +92.2% | +100.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling