-100.0%
SOXS vs VSAT
+116.8%
-216.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -6.9% | +5.0% | -6.8% |
| 7D | -16.6% | +3.5% | -20.1% | -14.1% |
| 30D | -4.4% | -14.7% | +10.3% | -12.7% |
| 3M | -26.2% | +13.2% | -39.4% | -4.7% |
| 6M | -99.3% | +57.4% | -156.6% | -97.3% |
| YTD | -99.5% | +110.0% | -209.5% | -97.7% |
| 1Y | -99.8% | +134.4% | -234.2% | -98.7% |
| 3Y | -100.0% | +203.5% | -303.5% | -99.8% |
| 5Y | -100.0% | +47.1% | -147.1% | -100.0% |
| 10Y | -100.0% | +0.4% | -100.4% | -100.0% |
| All | -100.0% | +116.8% | -216.8% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VSAT.
Daily Out/Under-Performance
Portfolio return minus VSAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSAT 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 VSAT 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