-91.6%
SOXS vs FFIV
+33.5%
-125.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.4% | +9.2% | +8.3% |
| 7D | +46.7% | -9.8% | +56.5% | +34.7% |
| 30D | +97.0% | -28.1% | +125.1% | +46.1% |
| 3M | +39.5% | -20.0% | +59.6% | +22.2% |
| 6M | -54.9% | -0.1% | -54.9% | -47.6% |
| YTD | -90.4% | +29.2% | -119.6% | -84.9% |
| 1Y | -91.6% | +36.6% | -128.2% | -86.3% |
| All | -91.6% | +33.5% | -125.1% | -86.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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