+4,211.1%
SOXX vs VRSK
+586.4%
+3,624.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.8% |
| 7D | +1.4% | -5.2% | +6.5% | +3.5% |
| 30D | -3.6% | -2.3% | -1.3% | -3.1% |
| 3M | -10.2% | -2.9% | -7.2% | -11.5% |
| 6M | +54.2% | -12.8% | +67.0% | +57.6% |
| YTD | +75.2% | -20.8% | +96.0% | +86.0% |
| 1Y | +107.5% | -33.2% | +140.7% | +138.1% |
| 3Y | +226.8% | -26.6% | +253.3% | +242.2% |
| 5Y | +251.2% | -11.3% | +262.6% | +225.0% |
| 10Y | +1,567.6% | +126.1% | +1,441.5% | +847.5% |
| All | +4,211.1% | +586.4% | +3,624.7% | +1,378.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling