-90.8%
SOXS vs VRSK
-8.5%
-82.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.4% | +8.3% | +8.0% |
| 7D | +46.7% | +4.2% | +42.4% | +39.0% |
| 30D | +97.0% | +21.2% | +75.8% | +51.6% |
| 3M | +39.5% | +2.9% | +36.6% | +35.6% |
| 6M | -54.9% | +11.3% | -66.3% | -56.2% |
| YTD | -90.4% | -10.8% | -79.5% | -89.0% |
| All | -90.8% | -8.5% | -82.3% | -90.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 VRSK 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