-100.0%
SOXS vs VSH
+364.4%
-464.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.0% | -3.8% | -6.6% |
| 7D | -15.6% | +6.2% | -21.8% | -6.3% |
| 30D | +4.8% | -11.1% | +15.9% | -10.0% |
| 3M | -21.6% | -44.9% | +23.3% | -55.7% |
| 6M | -99.3% | +90.0% | -189.3% | -90.0% |
| YTD | -99.5% | +118.8% | -218.3% | -90.0% |
| 1Y | -99.8% | +109.0% | -208.8% | -95.1% |
| 3Y | -100.0% | +35.6% | -135.6% | -99.5% |
| 5Y | -100.0% | +66.7% | -166.7% | -99.8% |
| 10Y | -100.0% | +167.9% | -267.9% | -100.0% |
| All | -100.0% | +364.4% | -464.4% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling