-100.0%
SOXS vs VCIT
+92.1%
-192.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | 0.0% | -10.2% | -10.2% |
| 7D | -7.0% | -0.3% | -6.6% | -7.6% |
| 30D | +2.8% | -0.8% | +3.6% | +1.3% |
| 3M | -9.8% | -1.0% | -8.8% | -10.6% |
| 6M | -99.2% | -1.8% | -97.3% | -99.1% |
| YTD | -99.5% | -0.7% | -98.8% | -99.4% |
| 1Y | -99.8% | +1.0% | -100.8% | -99.7% |
| 3Y | -100.0% | +18.8% | -118.8% | -100.0% |
| 5Y | -100.0% | +3.5% | -103.5% | -100.0% |
| 10Y | -100.0% | +29.2% | -129.2% | -100.0% |
| All | -100.0% | +92.1% | -192.1% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 VCIT 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