-37.7%
SOXS vs FFIV
-12.8%
-24.9%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | -2.7% | +13.7% | +7.5% |
| 7D | -28.4% | -0.5% | -27.9% | -28.0% |
| 30D | +19.4% | -32.4% | +51.8% | -14.6% |
| 3M | +28.2% | -25.7% | +53.8% | +11.1% |
| 6M | -37.7% | -13.5% | -24.2% | -14.8% |
| All | -37.7% | -12.8% | -24.9% | -14.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling