-100.0%
SOXS vs FFIV
+520.3%
-620.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | -0.4% | -9.8% | -10.8% |
| 7D | -7.0% | -1.0% | -6.0% | -8.1% |
| 30D | +2.8% | -5.1% | +7.9% | -3.9% |
| 3M | -9.8% | -4.5% | -5.4% | -8.8% |
| 6M | -99.2% | +36.5% | -135.7% | -98.3% |
| YTD | -99.5% | +53.0% | -152.5% | -98.7% |
| 1Y | -99.8% | +24.2% | -124.0% | -99.6% |
| 3Y | -100.0% | +137.2% | -237.2% | -99.9% |
| 5Y | -100.0% | +91.8% | -191.8% | -100.0% |
| 10Y | -100.0% | +215.2% | -315.2% | -100.0% |
| All | -100.0% | +520.3% | -620.3% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling