-99.9%
SOXS vs VRT
+688.8%
-788.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.5% | -0.6% | +2.6% |
| 7D | -43.7% | +18.6% | -62.3% | -28.2% |
| 30D | +22.2% | -11.7% | +33.8% | +27.6% |
| 3M | +13.0% | -27.3% | +40.3% | +1.2% |
| 6M | -47.7% | -42.9% | -4.8% | -53.2% |
| YTD | -92.5% | +29.5% | -122.0% | -80.0% |
| 1Y | -93.1% | +21.0% | -114.2% | -82.0% |
| 3Y | -99.7% | +403.1% | -502.8% | -91.8% |
| 5Y | -99.9% | +688.8% | -788.8% | -93.3% |
| All | -99.9% | +688.8% | -788.8% | -93.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling