+247.9%
SOXX vs FTV
-2.3%
+250.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.5% | +1.6% |
| 7D | +1.4% | -4.0% | +5.3% | +4.5% |
| 30D | -3.6% | -11.0% | +7.4% | +5.2% |
| 3M | -10.2% | -8.4% | -1.8% | -5.0% |
| 6M | +54.2% | -2.6% | +56.8% | +54.4% |
| YTD | +75.2% | -0.6% | +75.8% | +68.3% |
| 1Y | +107.5% | +11.0% | +96.6% | +79.4% |
| 3Y | +226.8% | -6.3% | +233.1% | +225.5% |
| All | +247.9% | -2.3% | +250.2% | +207.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling