-100.0%
SOXS vs VFC
-28.4%
-71.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -1.6% | +9.7% | +7.1% |
| 7D | -9.4% | -3.3% | -6.1% | -11.1% |
| 30D | +6.2% | -14.0% | +20.2% | -3.2% |
| 3M | -28.0% | -22.6% | -5.5% | -36.3% |
| 6M | -99.2% | -24.7% | -74.5% | -99.3% |
| YTD | -99.5% | -29.0% | -70.5% | -99.5% |
| 1Y | -99.7% | -13.8% | -86.0% | -99.7% |
| All | -100.0% | -28.4% | -71.6% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling