-99.8%
SOXS vs VWO
+23.1%
-122.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | +0.7% | -10.9% | -5.5% |
| 7D | -7.0% | +1.1% | -8.1% | -0.2% |
| 30D | +2.8% | +2.4% | +0.4% | +21.6% |
| 3M | -9.8% | +2.0% | -11.8% | +41.5% |
| 6M | -99.2% | +10.7% | -109.9% | -93.8% |
| YTD | -99.5% | +14.4% | -113.9% | -94.9% |
| 1Y | -99.8% | +22.7% | -122.5% | -97.4% |
| All | -99.8% | +23.1% | -122.8% | -97.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 VWO 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