-100.0%
SOXS vs VRT
+591.1%
-691.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -9.6% | +7.7% | -13.9% |
| 7D | -16.6% | +2.4% | -19.0% | -13.6% |
| 30D | -4.4% | -2.7% | -1.7% | -4.6% |
| 3M | -26.2% | -9.2% | -17.1% | -14.7% |
| 6M | -99.3% | -0.5% | -98.8% | -99.1% |
| YTD | -99.5% | +62.3% | -161.9% | -98.9% |
| 1Y | -99.8% | +109.6% | -209.4% | -99.2% |
| All | -100.0% | +591.1% | -691.0% | -99.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling