-100.0%
SOXS vs FFIV
+118.6%
-218.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | -2.7% | +13.7% | +6.2% |
| 7D | -28.4% | -0.5% | -27.9% | -27.8% |
| 30D | +19.4% | -32.4% | +51.8% | -39.9% |
| 3M | +28.2% | -25.7% | +53.8% | -19.8% |
| 6M | -37.7% | -13.5% | -24.2% | -43.6% |
| YTD | -91.6% | +21.1% | -112.7% | -84.7% |
| 1Y | -93.1% | +29.4% | -122.5% | -85.5% |
| 3Y | -99.7% | +94.9% | -194.6% | -97.7% |
| 5Y | -99.9% | +34.7% | -134.7% | -99.4% |
| All | -100.0% | +118.6% | -218.6% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling