+113.9%
SOXX vs SHW
-7.8%
+121.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.4% | +3.1% | +3.4% |
| 7D | +2.2% | -3.2% | +5.4% | +2.8% |
| 30D | -2.0% | -9.5% | +7.5% | -0.2% |
| 3M | -13.7% | +11.5% | -25.2% | -16.9% |
| 6M | +52.4% | -3.5% | +55.9% | +51.9% |
| YTD | +72.8% | +3.7% | +69.1% | +70.6% |
| 1Y | +113.9% | -7.9% | +121.8% | +112.5% |
| All | +113.9% | -7.8% | +121.7% | +112.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SHW.
Daily Out/Under-Performance
Portfolio return minus SHW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHW 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 1y: compounded portfolio wealth divided by compounded SHW 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…
1y analysis · Full analysis span regression · 6 months rolling