-100.0%
SOXS vs LVS
+247.5%
-347.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -1.7% | +9.8% | +6.2% |
| 7D | -9.4% | -4.3% | -5.1% | -13.8% |
| 30D | +6.2% | -6.8% | +13.0% | -2.9% |
| 3M | -28.0% | -15.6% | -12.4% | -42.3% |
| 6M | -99.2% | -20.6% | -78.6% | -99.3% |
| YTD | -99.5% | -33.4% | -66.1% | -99.6% |
| 1Y | -99.7% | -20.1% | -79.6% | -99.8% |
| 3Y | -100.0% | -7.4% | -92.6% | -100.0% |
| 5Y | -100.0% | +8.5% | -108.5% | -100.0% |
| 10Y | -100.0% | -1.7% | -98.3% | -100.0% |
| All | -100.0% | +247.5% | -347.5% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling