+2,502.1%
SOXX vs SHW
+5,862.5%
-3,360.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.0% | -1.7% | -2.2% |
| 7D | +3.0% | -4.5% | +7.5% | +5.6% |
| 30D | -3.1% | -12.7% | +9.6% | +4.2% |
| 3M | -4.4% | +4.7% | -9.1% | -8.0% |
| 6M | +52.9% | -3.4% | +56.3% | +53.2% |
| YTD | +72.0% | -1.3% | +73.3% | +69.8% |
| 1Y | +105.1% | -10.4% | +115.5% | +112.6% |
| 3Y | +220.6% | +20.1% | +200.5% | +178.9% |
| 5Y | +244.8% | +10.5% | +234.3% | +206.4% |
| 10Y | +1,537.1% | +280.3% | +1,256.9% | +606.3% |
| All | +2,502.1% | +5,862.5% | -3,360.4% | +66.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling