-100.0%
SOXS vs VFC
-69.1%
-30.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +4.4% | -9.9% | -1.5% |
| 7D | -4.7% | -1.4% | -3.4% | -5.8% |
| 30D | +7.7% | -9.0% | +16.7% | -0.9% |
| 3M | -10.2% | -24.2% | +14.0% | -28.5% |
| 6M | -99.2% | -18.5% | -80.7% | -99.3% |
| YTD | -99.5% | -25.9% | -73.7% | -99.6% |
| 1Y | -99.8% | -13.0% | -86.8% | -99.7% |
| 3Y | -100.0% | -20.3% | -79.7% | -100.0% |
| 5Y | -100.0% | -78.1% | -21.9% | -100.0% |
| All | -100.0% | -69.1% | -30.9% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 10y: compounded portfolio wealth divided by compounded VFC 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…
10y analysis · Full analysis span regression · 6 months rolling