+86.5%
SOXY vs VT
+31.2%
+55.3%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.1% | +0.6% |
| 7D | -5.2% | -0.1% | -5.1% | -4.5% |
| 30D | -20.6% | -3.1% | -17.6% | -14.8% |
| 3M | -16.8% | -3.5% | -13.3% | -9.8% |
| 6M | -12.6% | +0.5% | -13.1% | -10.4% |
| YTD | +37.8% | +10.8% | +27.0% | +20.3% |
| 1Y | +38.2% | +11.9% | +26.3% | +18.8% |
| All | +86.5% | +31.2% | +55.3% | +24.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling