+2,550.6%
SOXX vs VRSN
+544.0%
+2,006.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.3% | +0.5% | +1.3% |
| 7D | +1.4% | +0.2% | +1.2% | +1.2% |
| 30D | -3.6% | +3.8% | -7.3% | -5.2% |
| 3M | -10.2% | +5.0% | -15.2% | -13.2% |
| 6M | +54.2% | +24.9% | +29.4% | +37.7% |
| YTD | +75.2% | +21.6% | +53.6% | +56.9% |
| 1Y | +107.5% | +2.4% | +105.1% | +98.8% |
| 3Y | +226.8% | +47.3% | +179.4% | +164.5% |
| 5Y | +251.2% | +34.7% | +216.5% | +196.2% |
| 10Y | +1,567.6% | +298.1% | +1,269.5% | +838.0% |
| All | +2,550.6% | +544.0% | +2,006.6% | +699.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSN.
Daily Out/Under-Performance
Portfolio return minus VRSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSN 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 VRSN 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