+1,209.1%
SOXX vs VST
+1,038.4%
+170.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.1% | -2.6% | -3.3% |
| 7D | +9.4% | +6.6% | +2.8% | +7.2% |
| 30D | -13.8% | -12.4% | -1.4% | -10.1% |
| 3M | -18.6% | -9.0% | -9.6% | -16.5% |
| 6M | -15.1% | -6.4% | -8.7% | -13.5% |
| YTD | +49.0% | -17.2% | +66.2% | +55.6% |
| 1Y | +55.3% | -22.0% | +77.3% | +64.8% |
| 3Y | +179.0% | +296.7% | -117.7% | +69.0% |
| 5Y | +166.5% | +637.6% | -471.1% | +33.7% |
| 10Y | +1,203.0% | +1,138.2% | +64.8% | +456.7% |
| All | +1,209.1% | +1,038.4% | +170.7% | +458.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling