-100.0%
SOXS vs VSXY
+37.7%
-137.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.5% | +1.6% | -3.9% |
| 7D | -16.6% | -10.7% | -5.9% | -21.4% |
| 30D | -4.4% | -24.3% | +19.9% | -18.4% |
| 3M | -26.2% | +1.0% | -27.2% | -23.7% |
| 6M | -99.3% | +57.4% | -156.6% | -98.1% |
| YTD | -99.5% | +39.8% | -139.3% | -98.9% |
| 1Y | -99.8% | +196.5% | -296.3% | -99.1% |
| 3Y | -100.0% | +357.2% | -457.2% | -99.9% |
| 5Y | -100.0% | +18.9% | -118.9% | -100.0% |
| All | -100.0% | +37.7% | -137.7% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling