-100.0%
SOXS vs VZ
+81.3%
-181.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +0.5% | +7.6% | +7.7% |
| 7D | -9.4% | -1.2% | -8.2% | -8.3% |
| 30D | +6.2% | +5.7% | +0.4% | +1.6% |
| 3M | -28.0% | +8.2% | -36.3% | -31.3% |
| 6M | -99.2% | +1.7% | -100.9% | -99.2% |
| YTD | -99.5% | +28.9% | -128.3% | -99.6% |
| 1Y | -99.7% | +22.7% | -122.5% | -99.8% |
| All | -100.0% | +81.3% | -181.3% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VZ.
Daily Out/Under-Performance
Portfolio return minus VZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VZ 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 3y: compounded portfolio wealth divided by compounded VZ 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…
3y analysis · Full analysis span regression · 6 months rolling