-100.0%
SOXS vs VXUS
+151.1%
-251.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.0% | -6.6% | -1.0% |
| 7D | -4.7% | -1.4% | -3.3% | -10.5% |
| 30D | +7.7% | -0.5% | +8.2% | +7.3% |
| 3M | -10.2% | +2.6% | -12.7% | +21.8% |
| 6M | -99.2% | +10.9% | -110.1% | -95.6% |
| YTD | -99.5% | +16.1% | -115.7% | -96.5% |
| 1Y | -99.8% | +22.3% | -122.0% | -97.6% |
| 3Y | -100.0% | +72.0% | -172.0% | -98.6% |
| 5Y | -100.0% | +54.1% | -154.1% | -99.7% |
| All | -100.0% | +151.1% | -251.1% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VXUS.
Daily Out/Under-Performance
Portfolio return minus VXUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXUS 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 10y: compounded portfolio wealth divided by compounded VXUS 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…
10y analysis · Full analysis span regression · 6 months rolling