-100.0%
SOXS vs VST
+1,219.3%
-1,319.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -22.3% | +7.3% | -29.6% | -15.0% |
| 7D | -5.1% | -0.5% | -4.5% | +1.2% |
| 30D | +60.4% | -17.1% | +77.4% | +49.0% |
| 3M | +32.7% | -4.6% | +37.3% | +45.3% |
| 6M | -36.2% | -9.1% | -27.1% | -25.0% |
| YTD | -90.9% | -16.6% | -74.3% | -89.3% |
| 1Y | -92.2% | -29.5% | -62.7% | -91.9% |
| 3Y | -99.7% | +297.5% | -397.2% | -96.9% |
| 5Y | -99.9% | +654.5% | -754.5% | -98.2% |
| 10Y | -100.0% | +1,205.2% | -1,305.2% | -100.0% |
| All | -100.0% | +1,219.3% | -1,319.3% | -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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling