-100.0%
SOXS vs VTV
+582.2%
-682.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -0.7% | +8.8% | +5.4% |
| 7D | -9.4% | -2.1% | -7.4% | -16.5% |
| 30D | +6.2% | -1.3% | +7.5% | +0.5% |
| 3M | -28.0% | +5.6% | -33.7% | -6.7% |
| 6M | -99.2% | +12.4% | -111.6% | -98.0% |
| YTD | -99.5% | +17.6% | -117.1% | -98.4% |
| 1Y | -99.7% | +23.5% | -123.2% | -99.0% |
| 3Y | -100.0% | +67.0% | -167.0% | -99.6% |
| 5Y | -100.0% | +80.5% | -180.5% | -99.9% |
| 10Y | -100.0% | +230.6% | -330.6% | -100.0% |
| All | -100.0% | +582.2% | -682.2% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling