-100.0%
SOXS vs VXUS
+178.6%
-278.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.4% | -4.5% | -6.3% |
| 7D | -15.6% | +1.6% | -17.2% | -10.3% |
| 30D | +4.8% | +1.0% | +3.8% | +10.4% |
| 3M | -21.6% | +5.7% | -27.3% | +17.8% |
| 6M | -99.3% | +13.6% | -112.9% | -96.6% |
| YTD | -99.5% | +17.4% | -116.9% | -97.1% |
| 1Y | -99.8% | +25.1% | -124.8% | -98.2% |
| 3Y | -100.0% | +75.8% | -175.8% | -99.1% |
| 5Y | -100.0% | +55.4% | -155.4% | -99.8% |
| 10Y | -100.0% | +146.4% | -246.4% | -100.0% |
| All | -100.0% | +178.6% | -278.6% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling