-81.4%
VFC vs SOXQ
+290.2%
-371.6%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.6% | -2.4% |
| 7D | -2.3% | +5.2% | -7.6% | -4.9% |
| 30D | -13.4% | -0.5% | -12.8% | -13.4% |
| 3M | -23.7% | -5.6% | -18.1% | -23.5% |
| 6M | -24.5% | +53.0% | -77.5% | -43.9% |
| YTD | -27.8% | +68.8% | -96.6% | -49.8% |
| 1Y | -13.5% | +105.7% | -119.2% | -47.0% |
| 3Y | -27.1% | +240.5% | -267.6% | -67.8% |
| 5Y | -79.0% | +266.8% | -345.8% | -91.5% |
| All | -81.4% | +290.2% | -371.6% | -92.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SOXQ.
Daily Out/Under-Performance
Portfolio return minus SOXQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOXQ 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 SOXQ 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