-100.0%
SOXS vs V
+458.1%
-558.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | V | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | +1.3% | +9.8% | +13.7% |
| 7D | -28.4% | +0.9% | -29.4% | -27.1% |
| 30D | +19.4% | +9.0% | +10.5% | +39.8% |
| 3M | +28.2% | +16.7% | +11.4% | +67.8% |
| 6M | -37.7% | +33.4% | -71.1% | -3.2% |
| YTD | -91.6% | +22.4% | -114.0% | -89.4% |
| 1Y | -93.1% | +27.7% | -120.7% | -90.3% |
| 3Y | -99.7% | +78.0% | -177.7% | -98.8% |
| 5Y | -99.9% | +108.5% | -208.4% | -99.2% |
| All | -100.0% | +458.1% | -558.1% | -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