+360.5%
SOXX vs VYM
+21.8%
+338.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.2% | -4.4% | -5.4% |
| 7D | +158.9% | +1.2% | +157.7% | +153.5% |
| 30D | +129.2% | +5.2% | +124.0% | +106.8% |
| 3M | +149.7% | +0.5% | +149.2% | +148.1% |
| 6M | +193.4% | +7.7% | +185.7% | +153.4% |
| YTD | +351.0% | +17.2% | +333.9% | +232.6% |
| 1Y | +360.5% | +21.7% | +338.9% | +217.2% |
| All | +360.5% | +21.8% | +338.7% | +217.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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