-33.2%
VRSK vs SOXQ
+98.3%
-131.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.6% | +0.7% |
| 7D | -5.2% | +0.8% | -5.9% | -4.9% |
| 30D | -2.3% | -4.6% | +2.3% | -3.4% |
| 3M | -2.9% | -10.2% | +7.2% | -4.1% |
| 6M | -12.8% | +49.7% | -62.5% | -4.3% |
| YTD | -20.8% | +67.2% | -88.1% | -10.1% |
| 1Y | -33.2% | +98.0% | -131.2% | -21.0% |
| All | -33.2% | +98.3% | -131.6% | -21.0% |
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