-100.0%
SOXS vs VEA
+250.6%
-350.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -5.0% |
| 7D | -16.6% | +0.3% | -16.9% | -15.7% |
| 30D | -4.4% | +0.4% | -4.8% | -1.6% |
| 3M | -26.2% | +4.8% | -31.0% | +4.7% |
| 6M | -99.3% | +11.3% | -110.5% | -96.9% |
| YTD | -99.5% | +17.4% | -116.9% | -97.5% |
| 1Y | -99.8% | +26.2% | -126.0% | -98.4% |
| 3Y | -100.0% | +77.7% | -177.7% | -99.3% |
| 5Y | -100.0% | +60.9% | -160.9% | -99.8% |
| 10Y | -100.0% | +163.6% | -263.6% | -100.0% |
| All | -100.0% | +250.6% | -350.6% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VEA.
Daily Out/Under-Performance
Portfolio return minus VEA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEA 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 VEA 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