-99.9%
SOXS vs ROIV
+413.4%
-513.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.4% | +5.3% | -1.6% |
| 7D | -43.7% | +9.2% | -52.9% | -40.0% |
| 30D | +22.2% | +19.9% | +2.3% | +38.6% |
| 3M | +13.0% | +10.6% | +2.4% | +24.3% |
| 6M | -47.7% | +36.1% | -83.7% | -32.1% |
| YTD | -92.5% | +84.3% | -176.7% | -88.0% |
| 1Y | -93.1% | +87.6% | -180.7% | -88.9% |
| 3Y | -99.7% | +353.9% | -453.6% | -99.2% |
| 5Y | -99.9% | +376.1% | -476.0% | -99.7% |
| All | -99.9% | +413.4% | -513.3% | -99.7% |
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