-100.0%
SOXS vs FFIV
+100.0%
-200.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.9% | -5.8% | +5.7% |
| 7D | -16.6% | +3.5% | -20.0% | -10.8% |
| 30D | -4.4% | -1.3% | -3.1% | -5.7% |
| 3M | -26.2% | +2.4% | -28.6% | -17.1% |
| 6M | -99.3% | +41.8% | -141.1% | -97.8% |
| YTD | -99.5% | +58.5% | -158.0% | -98.2% |
| 1Y | -99.8% | +24.3% | -124.1% | -99.5% |
| 3Y | -100.0% | +152.0% | -252.0% | -99.7% |
| 5Y | -100.0% | +99.1% | -199.1% | -99.9% |
| All | -100.0% | +100.0% | -200.0% | -99.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling