-100.0%
SOXS vs VWO
+128.0%
-228.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.7% | -6.2% | -3.4% |
| 7D | -4.7% | -1.8% | -3.0% | -9.6% |
| 30D | +7.7% | -0.1% | +7.8% | +8.8% |
| 3M | -10.2% | +2.2% | -12.4% | +11.6% |
| 6M | -99.2% | +8.8% | -108.0% | -97.1% |
| YTD | -99.5% | +12.4% | -111.9% | -98.0% |
| 1Y | -99.8% | +15.6% | -115.3% | -98.8% |
| 3Y | -100.0% | +62.5% | -162.5% | -99.6% |
| 5Y | -100.0% | +34.3% | -134.3% | -99.9% |
| 10Y | -100.0% | +114.8% | -214.8% | -100.0% |
| All | -100.0% | +128.0% | -228.0% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling