-100.0%
SOXS vs OVV
+55.1%
-155.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.4% | -2.3% | -1.7% |
| 7D | -16.6% | -3.8% | -12.8% | -18.4% |
| 30D | -4.4% | +1.3% | -5.6% | -3.9% |
| 3M | -26.2% | +14.3% | -40.6% | -21.9% |
| 6M | -99.3% | +21.1% | -120.4% | -99.5% |
| YTD | -99.5% | +66.0% | -165.6% | -99.6% |
| 1Y | -99.8% | +59.3% | -159.1% | -99.8% |
| 3Y | -100.0% | +47.6% | -147.5% | -100.0% |
| 5Y | -100.0% | +162.0% | -262.0% | -100.0% |
| 10Y | -100.0% | +56.5% | -156.5% | -100.0% |
| All | -100.0% | +55.1% | -155.1% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside OVV.
Daily Out/Under-Performance
Portfolio return minus OVV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OVV 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 10y: compounded portfolio wealth divided by compounded OVV 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…
10y analysis · Full analysis span regression · 6 months rolling