-91.6%
SOXS vs VWO
+5.9%
-97.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.7% | +7.1% | +18.9% |
| 7D | +46.7% | -1.3% | +48.0% | +35.7% |
| 30D | +97.0% | -7.1% | +104.1% | +31.0% |
| 3M | +39.5% | -6.1% | +45.6% | +3.9% |
| 6M | -54.9% | -3.9% | -51.1% | -46.0% |
| YTD | -90.4% | +5.0% | -95.4% | -77.2% |
| 1Y | -91.6% | +6.0% | -97.6% | -77.5% |
| All | -91.6% | +5.9% | -97.5% | -77.5% |
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