+66.3%
VT vs SOXQ
+228.4%
-162.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +7.0% | -4.4% | +0.3% |
| 7D | +0.4% | -2.9% | +3.2% | +1.0% |
| 30D | -2.6% | -20.1% | +17.5% | +4.4% |
| 3M | -3.2% | -18.6% | +15.4% | +2.7% |
| 6M | +0.9% | -14.6% | +15.6% | +3.5% |
| YTD | +11.3% | +42.1% | -30.8% | -5.9% |
| 1Y | +14.0% | +45.2% | -31.2% | -4.7% |
| 3Y | +75.8% | +195.3% | -119.4% | +6.5% |
| 5Y | +57.8% | +174.8% | -117.0% | -6.6% |
| All | +66.3% | +228.4% | -162.2% | -6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SOXQ.
Daily Out/Under-Performance
Portfolio return minus SOXQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOXQ 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 10y: compounded portfolio wealth divided by compounded SOXQ 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…
10y analysis · Full analysis span regression · 6 months rolling