+257.3%
SOXX vs VST
+765.4%
-508.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.8% |
| 7D | +6.1% | +5.3% | +0.8% | +4.2% |
| 30D | +0.5% | +5.8% | -5.3% | -1.5% |
| 3M | -5.3% | +3.5% | -8.8% | -6.4% |
| 6M | +58.3% | -7.4% | +65.7% | +61.4% |
| YTD | +76.8% | -6.1% | +82.9% | +78.0% |
| 1Y | +114.6% | -21.6% | +136.2% | +127.8% |
| 3Y | +229.6% | +357.2% | -127.5% | +71.3% |
| 5Y | +257.3% | +777.0% | -519.7% | +51.7% |
| All | +257.3% | +765.4% | -508.0% | +51.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling