-100.0%
SOXS vs VTRS
-5.0%
-95.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.8% | -6.4% | -4.8% |
| 7D | -4.7% | -2.2% | -2.6% | -6.7% |
| 30D | +7.7% | +3.3% | +4.4% | +11.3% |
| 3M | -10.2% | +2.0% | -12.1% | -10.9% |
| 6M | -99.2% | +19.9% | -119.1% | -99.4% |
| YTD | -99.5% | +35.7% | -135.3% | -99.6% |
| 1Y | -99.8% | +68.1% | -167.9% | -99.7% |
| 3Y | -100.0% | +87.1% | -187.1% | -100.0% |
| 5Y | -100.0% | +47.6% | -147.6% | -100.0% |
| 10Y | -100.0% | -48.2% | -51.8% | -100.0% |
| All | -100.0% | -5.0% | -95.0% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 VTRS 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