-9.2%
VRSK vs SOXQ
+45.5%
-54.6%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.1% | +3.5% | -0.6% |
| 7D | +4.2% | -12.1% | +16.3% | +0.3% |
| 30D | +21.2% | -22.0% | +43.2% | +13.1% |
| 3M | +2.9% | -15.6% | +18.5% | -1.3% |
| 6M | +11.3% | -2.4% | +13.7% | +10.6% |
| YTD | -10.8% | +45.4% | -56.2% | -5.3% |
| 1Y | -9.2% | +47.7% | -56.8% | -3.0% |
| All | -9.2% | +45.5% | -54.6% | -3.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling