-100.0%
SOXS vs ROIV
+253.6%
-353.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +18.8% | -23.6% | +10.5% |
| 7D | -15.6% | +20.2% | -35.8% | -0.8% |
| 30D | +4.8% | +14.1% | -9.4% | +18.6% |
| 3M | -21.6% | +45.6% | -67.2% | +14.3% |
| 6M | -99.3% | +44.1% | -143.5% | -99.1% |
| YTD | -99.5% | +91.2% | -190.7% | -99.2% |
| 1Y | -99.8% | +221.3% | -321.1% | -99.4% |
| 3Y | -100.0% | +229.2% | -329.2% | -99.9% |
| All | -100.0% | +253.6% | -353.6% | -99.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling