-100.0%
SOXS vs VXUS
+51.2%
-151.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -1.3% | +9.4% | +1.4% |
| 7D | -9.4% | -1.9% | -7.5% | -17.8% |
| 30D | +6.2% | -0.7% | +6.9% | +4.0% |
| 3M | -28.0% | +4.9% | -33.0% | +16.7% |
| 6M | -99.2% | +9.7% | -108.8% | -95.1% |
| YTD | -99.5% | +15.0% | -114.5% | -95.8% |
| 1Y | -99.7% | +22.4% | -122.2% | -97.0% |
| 3Y | -100.0% | +72.2% | -172.2% | -97.8% |
| 5Y | -100.0% | +52.6% | -152.6% | -99.5% |
| All | -100.0% | +51.2% | -151.2% | -99.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling