-100.0%
SOXS vs VT
+399.3%
-499.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.6% | +0.2% | -12.9% | -11.7% |
| 7D | +36.2% | -2.3% | +38.6% | +28.1% |
| 30D | +131.5% | -5.0% | +136.4% | +101.7% |
| 3M | +60.5% | -4.9% | +65.4% | +45.3% |
| 6M | -25.9% | -1.5% | -24.4% | -2.0% |
| YTD | -88.3% | +8.5% | -96.8% | -72.8% |
| 1Y | -89.6% | +11.4% | -101.0% | -71.9% |
| 3Y | -99.6% | +70.1% | -169.7% | -86.6% |
| 5Y | -99.9% | +53.7% | -153.6% | -93.6% |
| 10Y | -100.0% | +220.0% | -320.0% | -99.8% |
| All | -100.0% | +399.3% | -499.3% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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