-91.6%
SOXS vs VLO
+120.8%
-212.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -5.8% | +14.5% | +10.0% |
| 7D | +46.7% | -6.0% | +52.6% | +48.2% |
| 30D | +97.0% | -12.9% | +109.8% | +102.9% |
| 3M | +39.5% | +18.3% | +21.2% | +33.2% |
| 6M | -54.9% | +46.4% | -101.4% | -59.8% |
| YTD | -90.4% | +127.7% | -218.1% | -90.2% |
| 1Y | -91.6% | +120.6% | -212.3% | -91.7% |
| All | -91.6% | +120.8% | -212.4% | -91.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VLO.
Daily Out/Under-Performance
Portfolio return minus VLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLO 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 1y: compounded portfolio wealth divided by compounded VLO 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…
1y analysis · Full analysis span regression · 6 months rolling