-93.1%
SOXS vs ROIV
+91.0%
-184.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.4% | +5.3% | -3.1% |
| 7D | -43.7% | +9.2% | -52.9% | -37.9% |
| 30D | +22.2% | +19.9% | +2.3% | +46.6% |
| 3M | +13.0% | +10.6% | +2.4% | +29.0% |
| 6M | -47.7% | +36.1% | -83.7% | -24.1% |
| YTD | -92.5% | +84.3% | -176.7% | -86.2% |
| 1Y | -93.1% | +87.6% | -180.7% | -87.4% |
| All | -93.1% | +91.0% | -184.1% | -87.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling