+227.5%
SOXQ vs VT
+66.5%
+161.0%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +2.6% | +4.4% | +2.0% |
| 7D | -2.9% | +0.4% | -3.2% | -3.0% |
| 30D | -20.1% | -2.6% | -17.5% | -15.2% |
| 3M | -18.6% | -3.2% | -15.4% | -12.3% |
| 6M | -14.6% | +0.9% | -15.6% | -13.2% |
| YTD | +42.1% | +11.3% | +30.8% | +21.9% |
| 1Y | +45.2% | +14.0% | +31.2% | +19.7% |
| 3Y | +195.3% | +75.8% | +119.4% | +21.3% |
| 5Y | +174.8% | +57.8% | +117.0% | +39.3% |
| All | +227.5% | +66.5% | +161.0% | +57.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling