+21.5%
SHW vs SOXQ
+290.2%
-268.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.0% | -1.8% |
| 7D | -3.2% | +5.2% | -8.4% | -4.4% |
| 30D | -11.4% | -0.5% | -10.9% | -11.4% |
| 3M | +3.5% | -5.6% | +9.1% | +3.5% |
| 6M | -3.4% | +53.0% | -56.4% | -16.3% |
| YTD | -0.3% | +68.8% | -69.1% | -16.3% |
| 1Y | -10.4% | +105.7% | -116.2% | -29.5% |
| 3Y | +21.3% | +240.5% | -219.2% | -22.6% |
| 5Y | +12.9% | +266.8% | -253.9% | -32.2% |
| All | +21.5% | +290.2% | -268.7% | -26.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling