+6.0%
VRSK vs SOXQ
+286.7%
-280.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -18.3% |
| YTD | -20.8% | +67.2% | -88.1% | -27.1% |
| 1Y | -33.2% | +98.0% | -131.2% | -40.5% |
| 3Y | -26.6% | +237.2% | -263.7% | -44.9% |
| 5Y | -11.3% | +261.3% | -272.6% | -37.2% |
| All | +6.0% | +286.7% | -280.6% | -25.0% |
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 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