-100.0%
SOXS vs V
+384.5%
-484.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | V | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | 0.0% | +8.1% | +8.0% |
| 7D | -9.4% | -3.0% | -6.4% | -15.4% |
| 30D | +6.2% | +1.2% | +4.9% | +6.8% |
| 3M | -28.0% | +13.9% | -41.9% | -13.6% |
| 6M | -99.2% | +17.2% | -116.4% | -99.3% |
| YTD | -99.5% | +5.3% | -104.8% | -99.7% |
| 1Y | -99.7% | +9.5% | -109.2% | -99.8% |
| 3Y | -100.0% | +51.9% | -151.9% | -100.0% |
| 5Y | -100.0% | +69.6% | -169.6% | -100.0% |
| All | -100.0% | +384.5% | -484.5% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside V.
Daily Out/Under-Performance
Portfolio return minus V return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × V 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 10y: compounded portfolio wealth divided by compounded V 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…
10y analysis · Full analysis span regression · 6 months rolling