-91.6%
SOXS vs VRT
+12.3%
-103.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -12.9% | +21.7% | -9.5% |
| 7D | +46.7% | -15.4% | +62.0% | +20.0% |
| 30D | +97.0% | -19.0% | +115.9% | +60.1% |
| 3M | +39.5% | -23.8% | +63.4% | +11.4% |
| 6M | -54.9% | -37.9% | -17.1% | -62.9% |
| YTD | -90.4% | +27.0% | -117.3% | -76.3% |
| 1Y | -91.6% | +13.8% | -105.4% | -80.7% |
| All | -91.6% | +12.3% | -103.9% | -80.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VRT.
Daily Out/Under-Performance
Portfolio return minus VRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRT 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 VRT 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