+1,537.1%
SOXX vs VIG
+250.0%
+1,287.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.1% | +0.8% |
| 7D | +1.4% | -1.1% | +2.5% | +3.0% |
| 30D | -3.6% | -2.7% | -0.8% | +0.4% |
| 3M | -10.2% | +2.5% | -12.7% | -13.5% |
| 6M | +54.2% | +9.2% | +45.0% | +36.1% |
| YTD | +75.2% | +9.8% | +65.4% | +53.8% |
| 1Y | +107.5% | +12.4% | +95.1% | +76.8% |
| 3Y | +226.8% | +55.9% | +170.9% | +79.3% |
| 5Y | +251.2% | +63.9% | +187.3% | +86.2% |
| All | +1,537.1% | +250.0% | +1,287.1% | +242.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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