-100.0%
SOXS vs FISV
-57.6%
-42.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +5.4% | -11.0% | -5.2% |
| 7D | -4.7% | -2.7% | -2.1% | -4.9% |
| 30D | +7.7% | 0.0% | +7.7% | +7.8% |
| 3M | -10.2% | -2.8% | -7.4% | -11.8% |
| 6M | -99.2% | -11.8% | -87.4% | -99.3% |
| YTD | -99.5% | -23.2% | -76.3% | -99.6% |
| 1Y | -99.8% | -62.0% | -37.8% | -99.9% |
| 3Y | -100.0% | -57.6% | -42.4% | -100.0% |
| All | -100.0% | -57.6% | -42.4% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FISV.
Daily Out/Under-Performance
Portfolio return minus FISV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FISV 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 3y: compounded portfolio wealth divided by compounded FISV 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…
3y analysis · Full analysis span regression · 6 months rolling