+2,550.6%
SOXX vs BBWI
+332.8%
+2,217.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +6.4% | -4.6% | -0.1% |
| 7D | +1.4% | -4.8% | +6.2% | +2.8% |
| 30D | -3.6% | +3.5% | -7.1% | -5.3% |
| 3M | -10.2% | -0.3% | -9.8% | -11.8% |
| 6M | +54.2% | -5.4% | +59.6% | +51.9% |
| YTD | +75.2% | -4.7% | +79.9% | +70.6% |
| 1Y | +107.5% | -30.5% | +138.0% | +119.6% |
| 3Y | +226.8% | -44.3% | +271.1% | +251.8% |
| 5Y | +251.2% | -66.9% | +318.1% | +327.6% |
| 10Y | +1,567.6% | -55.3% | +1,622.9% | +1,390.2% |
| All | +2,550.6% | +332.8% | +2,217.7% | +418.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling