-100.0%
SOXS vs VSH
+64.5%
-164.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -0.9% | +9.0% | +6.4% |
| 7D | -9.4% | +3.1% | -12.5% | -3.6% |
| 30D | +6.2% | -5.7% | +11.9% | -0.7% |
| 3M | -28.0% | -42.5% | +14.4% | -60.2% |
| 6M | -99.2% | +82.7% | -181.9% | -85.9% |
| YTD | -99.5% | +118.2% | -217.7% | -86.6% |
| 1Y | -99.7% | +109.7% | -209.4% | -93.0% |
| 3Y | -100.0% | +35.3% | -135.3% | -99.5% |
| 5Y | -100.0% | +65.6% | -165.6% | -99.6% |
| All | -100.0% | +64.5% | -164.5% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling