-100.0%
SOXS vs V
+1,758.1%
-1,858.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | V | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | -1.0% | -9.2% | -12.0% |
| 7D | -7.0% | -1.7% | -5.3% | -9.9% |
| 30D | +2.8% | +2.0% | +0.8% | +4.8% |
| 3M | -9.8% | +17.4% | -27.2% | +11.1% |
| 6M | -99.2% | +17.5% | -116.7% | -99.3% |
| YTD | -99.5% | +7.6% | -107.1% | -99.6% |
| 1Y | -99.8% | +7.7% | -107.5% | -99.8% |
| 3Y | -100.0% | +54.7% | -154.6% | -100.0% |
| 5Y | -100.0% | +73.0% | -173.0% | -100.0% |
| 10Y | -100.0% | +390.9% | -490.9% | -100.0% |
| All | -100.0% | +1,758.1% | -1,858.1% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling