-100.0%
SOXS vs VT
+430.9%
-530.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | 0.0% | -10.2% | -10.3% |
| 7D | -7.0% | +0.4% | -7.4% | -5.1% |
| 30D | +2.8% | +1.0% | +1.8% | +8.4% |
| 3M | -9.8% | +2.4% | -12.2% | +22.8% |
| 6M | -99.2% | +12.0% | -111.2% | -96.7% |
| YTD | -99.5% | +15.3% | -114.8% | -97.5% |
| 1Y | -99.8% | +22.6% | -122.4% | -98.5% |
| 3Y | -100.0% | +74.7% | -174.7% | -98.7% |
| 5Y | -100.0% | +66.1% | -166.1% | -99.6% |
| 10Y | -100.0% | +225.0% | -325.0% | -100.0% |
| All | -100.0% | +430.9% | -530.9% | -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