-100.0%
SOXS vs VIG
+55.8%
-155.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.7% | -6.3% | -1.3% |
| 7D | -4.7% | -1.1% | -3.7% | -10.8% |
| 30D | +7.7% | -2.7% | +10.5% | -10.2% |
| 3M | -10.2% | +2.5% | -12.7% | +7.3% |
| 6M | -99.2% | +9.2% | -108.4% | -98.3% |
| YTD | -99.5% | +9.8% | -109.4% | -98.9% |
| 1Y | -99.8% | +12.4% | -112.1% | -99.3% |
| 3Y | -100.0% | +55.9% | -155.9% | -99.4% |
| All | -100.0% | +55.8% | -155.8% | -99.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 3y: compounded portfolio wealth divided by compounded VIG 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…
3y analysis · Full analysis span regression · 6 months rolling