-100.0%
SOXS vs ROIV
+288.8%
-388.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.3% | -5.3% | -5.7% |
| 7D | -4.7% | +16.9% | -21.6% | +3.9% |
| 30D | +7.7% | +12.9% | -5.1% | +16.0% |
| 3M | -10.2% | +37.3% | -47.5% | +9.5% |
| 6M | -99.2% | +38.0% | -137.2% | -99.1% |
| YTD | -99.5% | +88.1% | -187.6% | -99.3% |
| 1Y | -99.8% | +183.3% | -283.0% | -99.6% |
| 3Y | -100.0% | +254.6% | -354.6% | -100.0% |
| 5Y | -100.0% | +309.8% | -409.8% | -100.0% |
| All | -100.0% | +288.8% | -388.8% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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