-25.9%
SOXS vs VST
-22.5%
-3.4%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.6% | +10.6% | -23.2% | +4.6% |
| 7D | +36.2% | -9.8% | +46.0% | +24.3% |
| 30D | +131.5% | -25.1% | +156.6% | +65.6% |
| 3M | +60.5% | -11.6% | +72.1% | +55.1% |
| 6M | -25.9% | -20.9% | -5.0% | -29.2% |
| All | -25.9% | -22.5% | -3.4% | -29.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling