-100.0%
SOXS vs VIAV
+476.7%
-576.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -4.5% | +12.6% | +2.6% |
| 7D | -9.4% | +11.2% | -20.6% | +4.5% |
| 30D | +6.2% | -2.6% | +8.8% | +9.0% |
| 3M | -28.0% | -20.1% | -7.9% | -25.7% |
| 6M | -99.2% | +25.8% | -125.0% | -95.5% |
| YTD | -99.5% | +109.9% | -209.4% | -94.4% |
| 1Y | -99.7% | +214.3% | -314.0% | -95.2% |
| 3Y | -100.0% | +281.6% | -381.6% | -99.4% |
| 5Y | -100.0% | +132.6% | -232.6% | -99.9% |
| 10Y | -100.0% | +396.7% | -496.7% | -100.0% |
| All | -100.0% | +476.7% | -576.7% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VIAV.
Daily Out/Under-Performance
Portfolio return minus VIAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIAV 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 VIAV 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