+31.4%
SOXY vs VT
+10.5%
+20.9%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.2% | +3.1% | +2.8% |
| 7D | -12.6% | -2.3% | -10.3% | -7.3% |
| 30D | -28.5% | -5.0% | -23.5% | -18.7% |
| 3M | -22.8% | -4.9% | -17.9% | -12.2% |
| 6M | -17.8% | -1.5% | -16.3% | -11.6% |
| YTD | +28.4% | +8.5% | +19.9% | +17.1% |
| 1Y | +31.4% | +11.4% | +20.0% | +14.4% |
| All | +31.4% | +10.5% | +20.9% | +14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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