-99.2%
SOXS vs VLO
+65.2%
-164.4%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | 0.0% | -10.2% | -10.2% |
| 7D | -7.0% | +5.2% | -12.2% | -10.8% |
| 30D | +2.8% | +22.6% | -19.8% | -13.6% |
| 3M | -9.8% | +43.8% | -53.6% | -38.0% |
| All | -99.2% | +65.2% | -164.4% | -99.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling