-100.0%
SOXS vs VLO
+3,380.7%
-3,480.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +3.3% | -8.1% | -2.0% |
| 7D | -15.6% | +5.8% | -21.4% | -11.1% |
| 30D | +4.8% | +28.3% | -23.6% | +30.8% |
| 3M | -21.6% | +48.7% | -70.4% | +12.1% |
| 6M | -99.3% | +71.9% | -171.2% | -99.3% |
| YTD | -99.5% | +138.7% | -238.2% | -99.3% |
| 1Y | -99.8% | +148.5% | -248.2% | -99.7% |
| 3Y | -100.0% | +192.7% | -292.6% | -100.0% |
| 5Y | -100.0% | +601.6% | -701.6% | -100.0% |
| 10Y | -100.0% | +900.2% | -1,000.2% | -100.0% |
| All | -100.0% | +3,380.7% | -3,480.7% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling