-100.0%
SOXS vs VICR
+57.6%
-157.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +11.2% | -16.7% | +4.2% |
| 7D | -4.7% | +5.0% | -9.7% | +0.2% |
| 30D | +7.7% | -12.5% | +20.2% | +0.4% |
| 3M | -10.2% | -33.6% | +23.4% | -17.6% |
| 6M | -99.2% | +10.7% | -109.9% | -94.6% |
| YTD | -99.5% | +80.6% | -180.1% | -94.9% |
| 1Y | -99.8% | +288.4% | -388.1% | -95.0% |
| 3Y | -100.0% | +213.8% | -313.8% | -99.4% |
| All | -100.0% | +57.6% | -157.6% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 5y: compounded portfolio wealth divided by compounded VICR 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…
5y analysis · Full analysis span regression · 6 months rolling