+132.5%
SOXX vs VG
-35.7%
+168.2%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.8% | -3.1% | +0.4% |
| 7D | +6.1% | +3.8% | +2.3% | +5.8% |
| 30D | +0.5% | +7.2% | -6.7% | -0.2% |
| 3M | -5.3% | +22.8% | -28.1% | -7.5% |
| 6M | +58.3% | +33.2% | +25.1% | +48.6% |
| YTD | +76.8% | +124.8% | -48.0% | +47.7% |
| 1Y | +114.6% | +15.8% | +98.8% | +102.7% |
| All | +132.5% | -35.7% | +168.2% | +127.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 5y: compounded portfolio wealth divided by compounded VG 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…
5y analysis · Full analysis span regression · 6 months rolling