+457.7%
VLO vs SOXQ
+288.7%
+169.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.3% | +2.0% | +3.0% |
| 7D | +5.8% | +5.3% | +0.5% | +4.7% |
| 30D | +28.3% | -3.7% | +32.0% | +29.2% |
| 3M | +48.7% | -7.8% | +56.6% | +49.5% |
| 6M | +71.9% | +58.4% | +13.5% | +49.5% |
| YTD | +138.7% | +68.1% | +70.5% | +103.3% |
| 1Y | +148.5% | +105.4% | +43.1% | +99.1% |
| 3Y | +192.7% | +239.2% | -46.5% | +96.4% |
| 5Y | +601.6% | +266.9% | +334.7% | +332.9% |
| All | +457.7% | +288.7% | +169.0% | +240.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SOXQ.
Daily Out/Under-Performance
Portfolio return minus SOXQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOXQ 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 SOXQ 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