-100.0%
SOXS vs VSH
+42.0%
-142.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +6.1% | -11.7% | +4.4% |
| 7D | -4.7% | +4.8% | -9.5% | +3.1% |
| 30D | +7.7% | -0.7% | +8.4% | +10.8% |
| 3M | -10.2% | -43.1% | +32.9% | -48.1% |
| 6M | -99.2% | +91.8% | -191.0% | -88.6% |
| YTD | -99.5% | +131.6% | -231.1% | -89.9% |
| 1Y | -99.8% | +118.1% | -217.8% | -94.7% |
| 3Y | -100.0% | +40.9% | -140.9% | -99.6% |
| All | -100.0% | +42.0% | -142.0% | -99.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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