+1,411.3%
SOXX vs VST
+1,156.5%
+254.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.7% | -0.1% | -1.9% |
| 7D | +3.0% | +2.0% | +1.1% | +2.4% |
| 30D | -3.1% | +1.5% | -4.6% | -3.6% |
| 3M | -4.4% | +6.3% | -10.7% | -6.2% |
| 6M | +52.9% | -10.3% | +63.2% | +57.3% |
| YTD | +72.0% | -8.6% | +80.6% | +74.8% |
| 1Y | +105.1% | -29.3% | +134.5% | +124.3% |
| 3Y | +220.6% | +344.9% | -124.3% | +87.8% |
| 5Y | +244.8% | +774.8% | -530.0% | +64.5% |
| All | +1,411.3% | +1,156.5% | +254.8% | +527.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling