-100.0%
SOXS vs VNQ
+283.3%
-383.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.7% | -6.3% | -4.0% |
| 7D | -4.7% | -1.3% | -3.5% | -7.3% |
| 30D | +7.7% | -2.6% | +10.3% | +1.3% |
| 3M | -10.2% | -2.0% | -8.1% | -19.2% |
| 6M | -99.2% | +4.3% | -103.5% | -99.0% |
| YTD | -99.5% | +9.2% | -108.8% | -99.3% |
| 1Y | -99.8% | +5.6% | -105.4% | -99.7% |
| 3Y | -100.0% | +30.8% | -130.8% | -100.0% |
| 5Y | -100.0% | +8.0% | -108.0% | -100.0% |
| 10Y | -100.0% | +63.7% | -163.7% | -100.0% |
| All | -100.0% | +283.3% | -383.3% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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