+3,836.4%
SOXX vs ACWI
+351.9%
+3,484.5%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +1.4% |
| 7D | +6.1% | 0.0% | +6.1% | +6.1% |
| 30D | +0.5% | -0.6% | +1.1% | +1.3% |
| 3M | -5.3% | +4.3% | -9.6% | -9.0% |
| 6M | +58.3% | +12.7% | +45.7% | +39.8% |
| YTD | +76.8% | +13.9% | +62.9% | +54.7% |
| 1Y | +114.6% | +20.5% | +94.1% | +76.6% |
| 3Y | +229.6% | +76.5% | +153.1% | +80.7% |
| 5Y | +257.3% | +67.5% | +189.8% | +117.1% |
| 10Y | +1,583.2% | +231.8% | +1,351.4% | +430.7% |
| All | +3,836.4% | +351.9% | +3,484.5% | +838.0% |
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