-100.0%
SOXS vs ROIV
+319.8%
-419.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.8% | -2.7% | -1.5% |
| 7D | -16.6% | +22.3% | -38.9% | -7.0% |
| 30D | -4.4% | +16.9% | -21.2% | +4.7% |
| 3M | -26.2% | +43.9% | -70.2% | -7.5% |
| 6M | -99.3% | +41.6% | -140.8% | -99.1% |
| YTD | -99.5% | +92.7% | -192.2% | -99.3% |
| 1Y | -99.8% | +210.2% | -309.9% | -99.6% |
| 3Y | -100.0% | +231.8% | -331.8% | -100.0% |
| 5Y | -100.0% | +319.8% | -419.8% | -100.0% |
| All | -100.0% | +319.8% | -419.8% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling