+227.4%
SOXX vs VST
+369.1%
-141.7%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.6% | 0.0% | +1.1% |
| 7D | +5.6% | +9.9% | -4.3% | +2.2% |
| 30D | -2.7% | +7.9% | -10.7% | -5.3% |
| 3M | -7.5% | +3.4% | -10.9% | -8.5% |
| 6M | +63.5% | -4.1% | +67.6% | +64.7% |
| YTD | +75.7% | -5.7% | +81.3% | +76.5% |
| 1Y | +113.3% | -18.9% | +132.2% | +123.4% |
| 3Y | +227.4% | +359.1% | -131.7% | +105.2% |
| All | +227.4% | +369.1% | -141.7% | +105.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling