-100.0%
SOXS vs VRT
+2,725.9%
-2,825.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | +4.4% | -14.5% | -5.3% |
| 7D | -7.0% | +9.1% | -16.1% | +3.2% |
| 30D | +2.8% | +0.9% | +1.9% | +7.1% |
| 3M | -9.8% | -13.4% | +3.5% | +1.3% |
| 6M | -99.2% | +11.7% | -110.9% | -98.9% |
| YTD | -99.5% | +73.2% | -172.7% | -98.8% |
| 1Y | -99.8% | +123.4% | -223.2% | -99.2% |
| 3Y | -100.0% | +606.2% | -706.1% | -99.4% |
| 5Y | -100.0% | +899.9% | -999.9% | -99.7% |
| All | -100.0% | +2,725.9% | -2,825.9% | -100.0% |
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