-100.0%
SOXS vs VLTO
+27.2%
-127.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | -1.6% | -8.6% | -11.7% |
| 7D | -7.0% | -2.3% | -4.7% | -9.1% |
| 30D | +2.8% | -0.9% | +3.7% | +1.6% |
| 3M | -9.8% | +13.8% | -23.7% | -0.3% |
| 6M | -99.2% | +2.0% | -101.2% | -99.4% |
| YTD | -99.5% | -3.2% | -96.3% | -99.7% |
| 1Y | -99.8% | -9.2% | -90.6% | -99.9% |
| All | -100.0% | +27.2% | -127.2% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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