-87.2%
SOXS vs VYM
+17.8%
-105.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +39.2% | -3.3% | +42.5% | +18.6% |
| 7D | +94.9% | -3.0% | +97.9% | +67.8% |
| 30D | +174.1% | +0.9% | +173.2% | +193.2% |
| 3M | +82.4% | -2.7% | +85.1% | +54.6% |
| 6M | -27.7% | +3.4% | -31.1% | -0.9% |
| YTD | -86.6% | +13.3% | -99.9% | -65.5% |
| 1Y | -87.2% | +17.0% | -104.2% | -59.7% |
| All | -87.2% | +17.8% | -105.0% | -59.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 1y: compounded portfolio wealth divided by compounded VYM 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…
1y analysis · Full analysis span regression · 6 months rolling