+269.4%
SOXX vs VSXY
+37.5%
+231.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.1% | -1.2% | +1.3% |
| 7D | +1.4% | +0.1% | +1.3% | +1.3% |
| 30D | -3.6% | -18.7% | +15.1% | -0.2% |
| 3M | -10.2% | -4.0% | -6.2% | -10.2% |
| 6M | +54.2% | +67.5% | -13.2% | +35.9% |
| YTD | +75.2% | +39.7% | +35.6% | +58.5% |
| 1Y | +107.5% | +180.0% | -72.5% | +62.6% |
| 3Y | +226.8% | +337.3% | -110.5% | +113.3% |
| 5Y | +251.2% | +22.7% | +228.6% | +188.6% |
| All | +269.4% | +37.5% | +231.9% | +199.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling