-100.0%
SOXS vs INVH
-20.2%
-79.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.1% | -5.5% | -5.7% |
| 7D | -4.7% | -3.0% | -1.8% | -8.1% |
| 30D | +7.7% | -7.5% | +15.3% | -2.6% |
| 3M | -10.2% | -5.5% | -4.6% | -19.4% |
| 6M | -99.2% | +11.7% | -110.9% | -99.0% |
| YTD | -99.5% | +1.3% | -100.9% | -99.5% |
| 1Y | -99.8% | -6.1% | -93.7% | -99.8% |
| 3Y | -100.0% | -9.8% | -90.2% | -100.0% |
| All | -100.0% | -20.2% | -79.8% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside INVH.
Daily Out/Under-Performance
Portfolio return minus INVH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INVH 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 INVH 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