-100.0%
SOXS vs VRT
+1,936.0%
-2,036.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | -3.6% | +14.7% | +6.9% |
| 7D | -28.4% | +10.5% | -38.9% | -16.0% |
| 30D | +19.4% | -9.3% | +28.7% | +27.7% |
| 3M | +28.2% | -29.6% | +57.7% | +11.1% |
| 6M | -37.7% | -45.4% | +7.7% | -46.9% |
| YTD | -91.6% | +24.8% | -116.4% | -78.4% |
| 1Y | -93.1% | +23.6% | -116.7% | -81.3% |
| 3Y | -99.7% | +379.7% | -479.4% | -91.0% |
| 5Y | -99.9% | +660.3% | -760.3% | -91.8% |
| All | -100.0% | +1,936.0% | -2,036.0% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling