+113.9%
SOXX vs VSXY
+224.6%
-110.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.6% | +0.9% | +3.1% |
| 7D | +2.2% | -14.0% | +16.2% | +4.6% |
| 30D | -2.0% | -15.9% | +13.9% | +0.4% |
| 3M | -13.7% | +3.4% | -17.1% | -15.1% |
| 6M | +52.4% | +25.9% | +26.5% | +41.3% |
| YTD | +72.8% | +39.5% | +33.3% | +55.4% |
| 1Y | +113.9% | +194.4% | -80.4% | +55.9% |
| All | +113.9% | +224.6% | -110.7% | +55.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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