-91.6%
SOXS vs VTV
+28.2%
-119.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.5% | +7.3% | +17.4% |
| 7D | +46.7% | +1.8% | +44.9% | +60.4% |
| 30D | +97.0% | +6.0% | +91.0% | +172.0% |
| 3M | +39.5% | +3.7% | +35.9% | +66.6% |
| 6M | -54.9% | +13.9% | -68.9% | +15.3% |
| YTD | -90.4% | +22.8% | -113.2% | -60.6% |
| 1Y | -91.6% | +27.9% | -119.5% | -58.7% |
| All | -91.6% | +28.2% | -119.9% | -58.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VTV.
Daily Out/Under-Performance
Portfolio return minus VTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTV 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 1y: compounded portfolio wealth divided by compounded VTV 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…
1y analysis · Full analysis span regression · 6 months rolling