+1,537.1%
SOXX vs BBWI
-55.0%
+1,592.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +6.4% | -4.6% | +0.5% |
| 7D | +1.4% | -4.8% | +6.2% | +2.4% |
| 30D | -3.6% | +3.5% | -7.1% | -4.8% |
| 3M | -10.2% | -0.3% | -9.8% | -11.3% |
| 6M | +54.2% | -5.4% | +59.6% | +52.8% |
| YTD | +75.2% | -4.7% | +79.9% | +72.3% |
| 1Y | +107.5% | -30.5% | +138.0% | +116.8% |
| 3Y | +226.8% | -44.3% | +271.1% | +247.2% |
| 5Y | +251.2% | -66.9% | +318.1% | +302.4% |
| All | +1,537.1% | -55.0% | +1,592.1% | +1,390.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 10y: compounded portfolio wealth divided by compounded BBWI 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…
10y analysis · Full analysis span regression · 6 months rolling