+78.0%
VSXY vs SOXQ
+286.1%
-208.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.8% | +1.3% | +2.1% |
| 7D | +0.1% | +0.8% | -0.6% | -0.3% |
| 30D | -18.7% | -4.6% | -14.1% | -16.8% |
| 3M | -4.0% | -10.2% | +6.2% | -0.9% |
| 6M | +67.5% | +49.7% | +17.8% | +26.4% |
| YTD | +39.7% | +67.2% | -27.6% | -2.0% |
| 1Y | +180.0% | +98.0% | +82.0% | +76.9% |
| 3Y | +337.3% | +237.2% | +100.1% | +83.6% |
| 5Y | +22.7% | +261.3% | -238.6% | -53.5% |
| All | +78.0% | +286.1% | -208.1% | -30.3% |
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