-100.0%
SOXS vs FISV
+289.6%
-389.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +0.6% | +7.5% | +8.8% |
| 7D | -9.4% | -7.2% | -2.2% | -18.2% |
| 30D | +6.2% | -7.2% | +13.3% | -4.6% |
| 3M | -28.0% | -8.2% | -19.9% | -44.1% |
| 6M | -99.2% | -17.7% | -81.5% | -99.8% |
| YTD | -99.5% | -27.2% | -72.3% | -99.9% |
| 1Y | -99.7% | -63.0% | -36.8% | -100.0% |
| 3Y | -100.0% | -59.8% | -40.2% | -100.0% |
| 5Y | -100.0% | -55.8% | -44.2% | -100.0% |
| 10Y | -100.0% | -2.4% | -97.6% | -100.0% |
| All | -100.0% | +289.6% | -389.6% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling