+220.8%
SOXX vs ROIV
+223.6%
-2.8%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.1% | -0.7% | -2.1% |
| 7D | +3.0% | +19.0% | -15.9% | -2.4% |
| 30D | -3.1% | +16.1% | -19.3% | -7.7% |
| 3M | -4.4% | +44.1% | -48.5% | -14.2% |
| 6M | +52.9% | +37.8% | +15.0% | +38.3% |
| YTD | +72.0% | +88.7% | -16.7% | +42.1% |
| 1Y | +105.1% | +197.3% | -92.2% | +47.7% |
| All | +220.8% | +223.6% | -2.8% | +108.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling