+1,537.1%
SOXX vs FTV
+80.7%
+1,456.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.5% | +1.6% |
| 7D | +1.4% | -4.0% | +5.3% | +4.2% |
| 30D | -3.6% | -11.0% | +7.4% | +4.4% |
| 3M | -10.2% | -8.4% | -1.8% | -5.4% |
| 6M | +54.2% | -2.6% | +56.8% | +54.9% |
| YTD | +75.2% | -0.6% | +75.8% | +70.1% |
| 1Y | +107.5% | +11.0% | +96.6% | +85.0% |
| 3Y | +226.8% | -6.3% | +233.1% | +229.2% |
| 5Y | +251.2% | -1.5% | +252.8% | +239.1% |
| All | +1,537.1% | +80.7% | +1,456.4% | +1,121.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling