-100.0%
SOXS vs VST
+968.1%
-1,068.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.6% | +10.6% | -23.2% | -2.3% |
| 7D | +36.2% | -9.8% | +46.0% | +29.6% |
| 30D | +131.5% | -25.1% | +156.6% | +92.0% |
| 3M | +60.5% | -11.6% | +72.1% | +59.9% |
| 6M | -25.9% | -20.9% | -5.0% | -25.8% |
| YTD | -88.3% | -22.3% | -66.0% | -87.4% |
| 1Y | -89.6% | -32.0% | -57.6% | -89.8% |
| 3Y | -99.6% | +262.4% | -362.0% | -96.5% |
| 5Y | -99.9% | +563.4% | -663.3% | -98.1% |
| 10Y | -100.0% | +1,120.7% | -1,220.7% | -100.0% |
| All | -100.0% | +968.1% | -1,068.1% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling