+2,550.6%
SOXX vs VTI
+957.0%
+1,593.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.0% | +0.7% |
| 7D | +1.4% | -0.9% | +2.3% | +2.7% |
| 30D | -3.6% | -1.4% | -2.1% | -1.6% |
| 3M | -10.2% | +3.6% | -13.8% | -13.6% |
| 6M | +54.2% | +13.6% | +40.6% | +32.4% |
| YTD | +75.2% | +12.9% | +62.3% | +52.2% |
| 1Y | +107.5% | +17.2% | +90.3% | +72.5% |
| 3Y | +226.8% | +75.7% | +151.1% | +65.4% |
| 5Y | +251.2% | +75.4% | +175.8% | +85.8% |
| 10Y | +1,567.6% | +303.3% | +1,264.3% | +214.0% |
| All | +2,550.6% | +957.0% | +1,593.6% | +57.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VTI.
Daily Out/Under-Performance
Portfolio return minus VTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTI 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 VTI 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