-100.0%
SOXS vs VST
+1,196.4%
-1,296.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.6% | -6.5% | -3.3% |
| 7D | -15.6% | +9.9% | -25.5% | -6.9% |
| 30D | +4.8% | +7.9% | -3.2% | +14.2% |
| 3M | -21.6% | +3.4% | -25.1% | -11.4% |
| 6M | -99.3% | -4.1% | -95.2% | -98.6% |
| YTD | -99.5% | -5.7% | -93.8% | -99.0% |
| 1Y | -99.8% | -18.9% | -80.9% | -99.6% |
| 3Y | -100.0% | +359.1% | -459.0% | -99.7% |
| 5Y | -100.0% | +766.9% | -866.9% | -99.9% |
| All | -100.0% | +1,196.4% | -1,296.4% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded VST 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling