-15.1%
SOXX vs ACWI
+1.6%
-16.7%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.3% | -3.4% | -2.8% |
| 7D | +9.4% | +2.4% | +6.9% | +1.7% |
| 30D | -13.8% | -1.7% | -12.1% | -7.8% |
| 3M | -18.6% | -3.9% | -14.7% | -6.0% |
| 6M | -15.1% | +0.8% | -15.9% | -14.7% |
| All | -15.1% | +1.6% | -16.7% | -14.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling