+3,216.3%
SOXX vs ACWI
+340.5%
+2,875.8%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.3% | -3.4% | -3.3% |
| 7D | +9.4% | +2.4% | +6.9% | +6.3% |
| 30D | -13.8% | -1.7% | -12.1% | -11.2% |
| 3M | -18.6% | -3.9% | -14.7% | -13.5% |
| 6M | -15.1% | +0.8% | -15.9% | -13.6% |
| YTD | +49.0% | +11.0% | +37.9% | +36.1% |
| 1Y | +55.3% | +13.1% | +42.2% | +39.1% |
| 3Y | +179.0% | +73.9% | +105.1% | +57.5% |
| 5Y | +166.5% | +59.0% | +107.5% | +73.7% |
| 10Y | +1,203.0% | +224.4% | +978.6% | +327.7% |
| All | +3,216.3% | +340.5% | +2,875.8% | +725.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling