-100.0%
SOXS vs ROIV
+232.7%
-332.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | +1.5% | -11.7% | -9.4% |
| 7D | -7.0% | +0.6% | -7.6% | -6.6% |
| 30D | +2.8% | +1.0% | +1.8% | +4.0% |
| 3M | -9.8% | +18.3% | -28.1% | +2.3% |
| 6M | -99.2% | +18.3% | -117.5% | -99.1% |
| YTD | -99.5% | +61.0% | -160.5% | -99.4% |
| 1Y | -99.8% | +177.9% | -277.7% | -99.6% |
| 3Y | -100.0% | +199.1% | -299.0% | -100.0% |
| 5Y | -100.0% | +250.7% | -350.7% | -100.0% |
| All | -100.0% | +232.7% | -332.7% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling