-99.9%
SOXS vs VG
-39.3%
-60.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | -0.4% | -9.8% | -10.3% |
| 7D | -7.0% | +1.7% | -8.7% | -6.7% |
| 30D | +2.8% | +16.0% | -13.2% | +6.0% |
| 3M | -9.8% | +9.7% | -19.6% | -8.2% |
| 6M | -99.2% | +29.6% | -128.8% | -99.4% |
| YTD | -99.5% | +112.0% | -211.5% | -99.5% |
| 1Y | -99.8% | +12.8% | -112.6% | -99.8% |
| All | -99.9% | -39.3% | -60.6% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling