-100.0%
SOXS vs VTR
+251.5%
-351.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.5% | -5.1% | -6.0% |
| 7D | -4.7% | -0.3% | -4.4% | -5.1% |
| 30D | +7.7% | +1.1% | +6.6% | +8.4% |
| 3M | -10.2% | +7.9% | -18.1% | -7.8% |
| 6M | -99.2% | +6.2% | -105.4% | -99.2% |
| YTD | -99.5% | +17.7% | -117.2% | -99.5% |
| 1Y | -99.8% | +32.9% | -132.7% | -99.7% |
| 3Y | -100.0% | +129.7% | -229.7% | -100.0% |
| 5Y | -100.0% | +89.3% | -189.3% | -100.0% |
| 10Y | -100.0% | +99.1% | -199.1% | -100.0% |
| All | -100.0% | +251.5% | -351.5% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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