+22.5%
SHW vs SOXQ
+286.7%
-264.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.8% | +0.1% | +1.4% |
| 7D | -3.1% | +0.8% | -3.9% | -3.3% |
| 30D | -10.0% | -4.6% | -5.5% | -9.1% |
| 3M | +2.3% | -10.2% | +12.4% | +3.7% |
| 6M | +0.7% | +49.7% | -49.0% | -12.3% |
| YTD | +0.5% | +67.2% | -66.8% | -15.4% |
| 1Y | -11.5% | +98.0% | -109.5% | -29.5% |
| 3Y | +21.3% | +237.2% | -215.8% | -22.4% |
| 5Y | +12.5% | +261.3% | -248.8% | -32.2% |
| All | +22.5% | +286.7% | -264.2% | -26.1% |
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