+38.1%
SOXX vs VRSK
-2.9%
+41.0%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.3% | +6.8% | +1.5% |
| 7D | -13.1% | +4.2% | -17.4% | -10.3% |
| 30D | -29.7% | +21.3% | -51.0% | -20.9% |
| 3M | -23.0% | +8.1% | -31.1% | -17.5% |
| 6M | -19.1% | +20.3% | -39.4% | -8.8% |
| YTD | +36.2% | -7.8% | +44.1% | +44.6% |
| 1Y | +38.1% | -2.9% | +41.0% | +52.5% |
| All | +38.1% | -2.9% | +41.0% | +52.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 1y: compounded portfolio wealth divided by compounded VRSK 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…
1y analysis · Full analysis span regression · 6 months rolling