+2,733.9%
SOXX vs VIG
+610.7%
+2,123.2%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.3% | -2.1% |
| 7D | +3.0% | -2.2% | +5.3% | +6.2% |
| 30D | -3.1% | -3.2% | +0.1% | +1.1% |
| 3M | -4.4% | +3.0% | -7.4% | -8.1% |
| 6M | +52.9% | +8.1% | +44.8% | +38.7% |
| YTD | +72.0% | +9.1% | +63.0% | +54.7% |
| 1Y | +105.1% | +12.6% | +92.5% | +77.6% |
| 3Y | +220.6% | +55.4% | +165.2% | +88.2% |
| 5Y | +244.8% | +62.8% | +182.0% | +98.0% |
| 10Y | +1,537.1% | +246.6% | +1,290.6% | +285.3% |
| All | +2,733.9% | +610.7% | +2,123.2% | +178.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling