+2,676.1%
SOXX vs NWSA
+120.6%
+2,555.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.8% | -2.0% | -2.4% |
| 7D | +3.0% | -4.8% | +7.8% | +5.4% |
| 30D | -3.1% | +3.0% | -6.1% | -4.7% |
| 3M | -4.4% | +9.3% | -13.7% | -10.1% |
| 6M | +52.9% | +23.2% | +29.7% | +34.6% |
| YTD | +72.0% | +13.3% | +58.7% | +56.8% |
| 1Y | +105.1% | +2.9% | +102.2% | +95.5% |
| 3Y | +220.6% | +43.3% | +177.3% | +158.2% |
| 5Y | +244.8% | +40.9% | +203.9% | +175.6% |
| 10Y | +1,537.1% | +148.1% | +1,389.0% | +840.1% |
| All | +2,676.1% | +120.6% | +2,555.5% | +1,550.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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