-91.6%
SOXS vs LVS
-31.5%
-60.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +6.5% | +2.3% | +9.2% |
| 7D | +46.7% | +13.4% | +33.3% | +48.7% |
| 30D | +97.0% | +12.2% | +84.8% | +99.2% |
| 3M | +39.5% | -10.7% | +50.3% | +34.6% |
| 6M | -54.9% | -19.8% | -35.1% | -59.2% |
| YTD | -90.4% | -35.8% | -54.6% | -91.9% |
| 1Y | -91.6% | -31.8% | -59.8% | -92.6% |
| All | -91.6% | -31.5% | -60.1% | -92.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS 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 1y: compounded portfolio wealth divided by compounded LVS 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…
1y analysis · Full analysis span regression · 6 months rolling