+113.9%
SOXX vs VST
-20.6%
+134.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.5% | 0.0% | +2.1% |
| 7D | +2.2% | +8.9% | -6.7% | -1.3% |
| 30D | -2.0% | +6.2% | -8.2% | -4.5% |
| 3M | -13.7% | -2.7% | -11.0% | -12.8% |
| 6M | +52.4% | -8.4% | +60.7% | +55.7% |
| YTD | +72.8% | -7.2% | +80.0% | +73.6% |
| 1Y | +113.9% | -20.9% | +134.8% | +130.6% |
| All | +113.9% | -20.6% | +134.5% | +130.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST 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 VST 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