-100.0%
SOXS vs VFC
+8.0%
-108.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.9% | -3.0% | -6.8% |
| 7D | -15.6% | +0.8% | -16.4% | -14.7% |
| 30D | +4.8% | -11.9% | +16.7% | -8.1% |
| 3M | -21.6% | -20.2% | -1.5% | -34.6% |
| 6M | -99.3% | -23.0% | -76.4% | -99.4% |
| YTD | -99.5% | -26.2% | -73.3% | -99.6% |
| 1Y | -99.8% | -13.3% | -86.4% | -99.8% |
| 3Y | -100.0% | -25.5% | -74.5% | -100.0% |
| 5Y | -100.0% | -78.1% | -21.9% | -100.0% |
| 10Y | -100.0% | -68.8% | -31.2% | -100.0% |
| All | -100.0% | +8.0% | -108.0% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling