-11.1%
VRSK vs SOXQ
+258.1%
-269.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.6% | +0.1% |
| 7D | -5.2% | +0.8% | -5.9% | -5.2% |
| 30D | -2.3% | -4.6% | +2.3% | -2.1% |
| 3M | -2.9% | -10.2% | +7.2% | -2.7% |
| 6M | -12.8% | +49.7% | -62.5% | -18.4% |
| YTD | -20.8% | +67.2% | -88.1% | -27.2% |
| 1Y | -33.2% | +98.0% | -131.2% | -40.6% |
| 3Y | -26.6% | +237.2% | -263.7% | -45.2% |
| All | -11.1% | +258.1% | -269.2% | -38.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling