+1,777.1%
SOXX vs FTV
+82.6%
+1,694.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.3% | -0.4% | -1.1% |
| 7D | +3.0% | -5.2% | +8.2% | +6.8% |
| 30D | -3.1% | -11.5% | +8.4% | +5.2% |
| 3M | -4.4% | -9.0% | +4.6% | +1.0% |
| 6M | +52.9% | -2.0% | +54.9% | +53.0% |
| YTD | +72.0% | -0.9% | +72.9% | +67.5% |
| 1Y | +105.1% | +14.8% | +90.3% | +78.4% |
| 3Y | +220.6% | -5.5% | +226.1% | +221.1% |
| 5Y | +244.8% | -1.9% | +246.7% | +234.1% |
| 10Y | +1,537.1% | +78.2% | +1,458.9% | +1,099.1% |
| All | +1,777.1% | +82.6% | +1,694.4% | +1,268.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling