-100.0%
SOXS vs VTEB
+25.5%
-125.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.4% | -5.9% | -4.5% |
| 7D | -4.7% | -0.9% | -3.8% | -7.2% |
| 30D | +7.7% | -2.5% | +10.2% | +0.1% |
| 3M | -10.2% | -3.0% | -7.2% | -17.4% |
| 6M | -99.2% | -2.1% | -97.1% | -99.1% |
| YTD | -99.5% | -1.5% | -98.0% | -99.4% |
| 1Y | -99.8% | +0.2% | -99.9% | -99.7% |
| 3Y | -100.0% | +8.6% | -108.5% | -100.0% |
| 5Y | -100.0% | +1.2% | -101.2% | -100.0% |
| 10Y | -100.0% | +18.1% | -118.1% | -100.0% |
| All | -100.0% | +25.5% | -125.5% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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