-100.0%
SOXS vs VRSN
+1,163.0%
-1,263.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.4% | -1.5% | -10.0% |
| 7D | -15.6% | -2.1% | -13.4% | -18.6% |
| 30D | +4.8% | -3.9% | +8.7% | -2.9% |
| 3M | -21.6% | -0.1% | -21.5% | -31.2% |
| 6M | -99.3% | +16.4% | -115.7% | -99.5% |
| YTD | -99.5% | +17.2% | -116.8% | -99.6% |
| 1Y | -99.8% | +1.0% | -100.8% | -99.9% |
| 3Y | -100.0% | +39.1% | -139.1% | -100.0% |
| 5Y | -100.0% | +29.0% | -129.0% | -100.0% |
| 10Y | -100.0% | +275.8% | -375.8% | -100.0% |
| All | -100.0% | +1,163.0% | -1,263.0% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSN.
Daily Out/Under-Performance
Portfolio return minus VRSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSN 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 VRSN 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