-91.6%
SOXS vs VSXY
+210.1%
-301.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +8.4% | +0.4% | +12.5% |
| 7D | +46.7% | +14.2% | +32.5% | +55.7% |
| 30D | +97.0% | +21.9% | +75.1% | +116.4% |
| 3M | +39.5% | +22.1% | +17.4% | +56.5% |
| 6M | -54.9% | +116.7% | -171.6% | -25.7% |
| YTD | -90.4% | +101.1% | -191.5% | -83.3% |
| 1Y | -91.6% | +208.0% | -299.7% | -80.3% |
| All | -91.6% | +210.1% | -301.8% | -80.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 1y: compounded portfolio wealth divided by compounded VSXY 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…
1y analysis · Full analysis span regression · 6 months rolling