+2,908.8%
SOXX vs VYM
+488.1%
+2,420.8%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.2% | +1.1% |
| 7D | +1.4% | -0.8% | +2.2% | +2.4% |
| 30D | -3.6% | -2.2% | -1.3% | -1.0% |
| 3M | -10.2% | +3.1% | -13.2% | -13.4% |
| 6M | +54.2% | +9.7% | +44.5% | +39.1% |
| YTD | +75.2% | +14.9% | +60.3% | +49.9% |
| 1Y | +107.5% | +17.6% | +89.9% | +73.2% |
| 3Y | +226.8% | +65.3% | +161.5% | +87.9% |
| 5Y | +251.2% | +78.7% | +172.5% | +89.9% |
| 10Y | +1,567.6% | +208.2% | +1,359.4% | +405.4% |
| All | +2,908.8% | +488.1% | +2,420.8% | +373.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling