-100.0%
SOXS vs OVV
-42.7%
-57.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.2% | -1.4% | +2.1% |
| 7D | -43.7% | +6.5% | -50.2% | -41.5% |
| 30D | +22.2% | -2.7% | +24.8% | +21.7% |
| 3M | +13.0% | +3.1% | +9.8% | +15.1% |
| 6M | -47.7% | +12.8% | -60.5% | -44.6% |
| YTD | -92.5% | +68.1% | -160.6% | -90.0% |
| 1Y | -93.1% | +73.6% | -166.8% | -90.7% |
| 3Y | -99.7% | +57.6% | -157.3% | -99.5% |
| 5Y | -99.9% | +104.5% | -204.5% | -99.8% |
| 10Y | -100.0% | +58.4% | -158.4% | -100.0% |
| All | -100.0% | -42.7% | -57.3% | -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