-99.9%
SOXS vs VG
-38.0%
-61.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +2.1% | -7.0% | -4.5% |
| 7D | -15.6% | -2.5% | -13.1% | -16.0% |
| 30D | +4.8% | +11.1% | -6.3% | +7.0% |
| 3M | -21.6% | +14.9% | -36.5% | -19.5% |
| 6M | -99.3% | +18.4% | -117.7% | -99.5% |
| YTD | -99.5% | +116.6% | -216.1% | -99.5% |
| 1Y | -99.8% | +9.4% | -109.1% | -99.8% |
| All | -99.9% | -38.0% | -61.9% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 10y: compounded portfolio wealth divided by compounded VG 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…
10y analysis · Full analysis span regression · 6 months rolling