+333.4%
SOXX vs ROIV
+295.0%
+38.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +18.8% | -17.1% | -1.5% |
| 7D | +5.6% | +20.2% | -14.5% | +2.1% |
| 30D | -2.7% | +14.1% | -16.9% | -5.2% |
| 3M | -7.5% | +45.6% | -53.1% | -13.3% |
| 6M | +63.5% | +44.1% | +19.4% | +53.3% |
| YTD | +75.7% | +91.2% | -15.5% | +57.0% |
| 1Y | +113.3% | +221.3% | -108.0% | +75.5% |
| 3Y | +227.4% | +229.2% | -1.8% | +163.8% |
| 5Y | +256.2% | +316.5% | -60.3% | +160.5% |
| All | +333.4% | +295.0% | +38.3% | +228.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling