-100.0%
SOXS vs OVV
-43.1%
-56.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | -1.7% | -8.4% | -11.2% |
| 7D | -7.0% | +0.3% | -7.2% | -7.0% |
| 30D | +2.8% | +11.7% | -8.9% | +8.9% |
| 3M | -9.8% | +9.8% | -19.6% | -5.6% |
| 6M | -99.2% | +26.6% | -125.7% | -99.4% |
| YTD | -99.5% | +67.0% | -166.5% | -99.6% |
| 1Y | -99.8% | +55.9% | -155.7% | -99.8% |
| 3Y | -100.0% | +45.5% | -145.5% | -100.0% |
| 5Y | -100.0% | +157.3% | -257.3% | -100.0% |
| 10Y | -100.0% | +65.0% | -165.0% | -100.0% |
| All | -100.0% | -43.1% | -56.9% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling