+247.9%
SOXX vs BBWI
-67.2%
+315.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +6.4% | -4.6% | 0.0% |
| 7D | +1.4% | -4.8% | +6.2% | +2.7% |
| 30D | -3.6% | +3.5% | -7.1% | -5.2% |
| 3M | -10.2% | -0.3% | -9.8% | -11.7% |
| 6M | +54.2% | -5.4% | +59.6% | +52.1% |
| YTD | +75.2% | -4.7% | +79.9% | +70.7% |
| 1Y | +107.5% | -30.5% | +138.0% | +120.7% |
| 3Y | +226.8% | -44.3% | +271.1% | +251.1% |
| All | +247.9% | -67.2% | +315.1% | +368.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling