+2,550.6%
SOXX vs VFC
+202.1%
+2,348.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.4% | -2.5% | +0.1% |
| 7D | +1.4% | -1.4% | +2.8% | +1.9% |
| 30D | -3.6% | -9.0% | +5.4% | -0.1% |
| 3M | -10.2% | -24.2% | +14.0% | -1.3% |
| 6M | +54.2% | -18.5% | +72.7% | +63.6% |
| YTD | +75.2% | -25.9% | +101.1% | +91.5% |
| 1Y | +107.5% | -13.0% | +120.5% | +108.7% |
| 3Y | +226.8% | -20.3% | +247.1% | +179.8% |
| 5Y | +251.2% | -78.1% | +329.3% | +449.1% |
| 10Y | +1,567.6% | -67.9% | +1,635.5% | +1,810.9% |
| All | +2,550.6% | +202.1% | +2,348.5% | +430.7% |
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