-100.0%
SOXS vs VMC
+559.5%
-659.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.6% | -3.2% | -7.0% |
| 7D | -15.6% | -0.5% | -15.1% | -16.2% |
| 30D | +4.8% | -9.1% | +13.9% | -7.4% |
| 3M | -21.6% | -4.1% | -17.5% | -26.7% |
| 6M | -99.3% | -5.5% | -93.8% | -98.9% |
| YTD | -99.5% | -8.9% | -90.6% | -99.2% |
| 1Y | -99.8% | -12.9% | -86.8% | -99.7% |
| 3Y | -100.0% | +22.1% | -122.1% | -99.9% |
| 5Y | -100.0% | +52.7% | -152.7% | -100.0% |
| 10Y | -100.0% | +152.7% | -252.7% | -100.0% |
| All | -100.0% | +559.5% | -659.5% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling