+360.5%
SOXX vs VSXY
+210.1%
+150.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +8.4% | -11.5% | -4.8% |
| 7D | +158.9% | +14.2% | +144.7% | +152.6% |
| 30D | +129.2% | +21.9% | +107.4% | +121.2% |
| 3M | +149.7% | +22.1% | +127.6% | +139.6% |
| 6M | +193.4% | +116.7% | +76.7% | +152.4% |
| YTD | +351.0% | +101.1% | +249.9% | +285.1% |
| 1Y | +360.5% | +208.0% | +152.5% | +256.7% |
| All | +360.5% | +210.1% | +150.4% | +256.7% |
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