+166.7%
SOXX vs ACWI
+58.7%
+108.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.3% | -3.4% | -3.1% |
| 7D | +9.4% | +2.4% | +6.9% | +4.6% |
| 30D | -13.8% | -1.7% | -12.1% | -9.9% |
| 3M | -18.6% | -3.9% | -14.7% | -10.8% |
| 6M | -15.1% | +0.8% | -15.9% | -13.3% |
| YTD | +49.0% | +11.0% | +37.9% | +28.4% |
| 1Y | +55.3% | +13.1% | +42.2% | +29.8% |
| 3Y | +179.0% | +73.9% | +105.1% | +14.8% |
| All | +166.7% | +58.7% | +108.0% | +36.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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