-100.0%
SOXS vs VMC
+17.8%
-117.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +0.3% | +7.8% | +8.5% |
| 7D | -9.4% | -3.7% | -5.7% | -14.7% |
| 30D | +6.2% | -12.8% | +18.9% | -14.7% |
| 3M | -28.0% | -7.9% | -20.1% | -37.7% |
| 6M | -99.2% | -7.5% | -91.7% | -98.5% |
| YTD | -99.5% | -11.6% | -87.9% | -99.1% |
| 1Y | -99.7% | -14.3% | -85.5% | -99.6% |
| All | -100.0% | +17.8% | -117.7% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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