+2,975.2%
SOXX vs VEU
+185.0%
+2,790.2%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.3% | -1.5% | -1.4% |
| 7D | +3.0% | -1.9% | +5.0% | +5.2% |
| 30D | -3.1% | -0.7% | -2.4% | -2.3% |
| 3M | -4.4% | +4.9% | -9.3% | -7.8% |
| 6M | +52.9% | +9.8% | +43.0% | +41.9% |
| YTD | +72.0% | +15.3% | +56.7% | +52.4% |
| 1Y | +105.1% | +23.0% | +82.1% | +71.0% |
| 3Y | +220.6% | +73.5% | +147.1% | +94.9% |
| 5Y | +244.8% | +54.5% | +190.3% | +141.5% |
| 10Y | +1,537.1% | +150.4% | +1,386.8% | +681.3% |
| All | +2,975.2% | +185.0% | +2,790.2% | +1,225.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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