+244.8%
SOXX vs ROIV
+310.6%
-65.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.1% | -0.7% | -2.4% |
| 7D | +3.0% | +19.0% | -15.9% | -0.2% |
| 30D | -3.1% | +16.1% | -19.3% | -5.8% |
| 3M | -4.4% | +44.1% | -48.5% | -10.1% |
| 6M | +52.9% | +37.8% | +15.0% | +44.4% |
| YTD | +72.0% | +88.7% | -16.7% | +54.3% |
| 1Y | +105.1% | +197.3% | -92.2% | +71.3% |
| 3Y | +220.6% | +224.9% | -4.3% | +159.6% |
| 5Y | +244.8% | +311.0% | -66.2% | +136.5% |
| All | +244.8% | +310.6% | -65.8% | +136.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling