-100.0%
SOXS vs VXUS
+146.4%
-246.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | 0.0% | +11.1% | +11.0% |
| 7D | -28.4% | +2.1% | -30.6% | -18.5% |
| 30D | +19.4% | -1.1% | +20.6% | +24.9% |
| 3M | +28.2% | -5.6% | +33.8% | +13.9% |
| 6M | -37.7% | -2.3% | -35.5% | -13.9% |
| YTD | -91.6% | +10.4% | -102.0% | -76.3% |
| 1Y | -93.1% | +13.1% | -106.1% | -77.5% |
| 3Y | -99.7% | +68.0% | -167.7% | -89.2% |
| 5Y | -99.9% | +45.8% | -145.7% | -96.6% |
| All | -100.0% | +146.4% | -246.4% | -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