-37.7%
SOXS vs IVV
+2.7%
-40.4%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | -0.4% | +11.5% | +7.3% |
| 7D | -28.4% | +2.6% | -31.0% | -4.9% |
| 30D | +19.4% | -2.0% | +21.4% | +17.3% |
| 3M | +28.2% | -2.8% | +30.9% | +19.3% |
| 6M | -37.7% | +2.2% | -39.9% | +26.3% |
| All | -37.7% | +2.7% | -40.4% | +26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IVV.
Daily Out/Under-Performance
Portfolio return minus IVV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVV 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 IVV 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