-93.1%
SOXS vs VRT
+19.0%
-112.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | -3.6% | +14.7% | +5.6% |
| 7D | -28.4% | +10.5% | -38.9% | -12.2% |
| 30D | +19.4% | -9.3% | +28.7% | +27.7% |
| 3M | +28.2% | -29.6% | +57.7% | +3.5% |
| 6M | -37.7% | -45.4% | +7.7% | -51.9% |
| YTD | -91.6% | +24.8% | -116.4% | -77.7% |
| 1Y | -93.1% | +23.6% | -116.7% | -80.5% |
| All | -93.1% | +19.0% | -112.1% | -80.5% |
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