+1,201.1%
SOXX vs SW
+183.3%
+1,017.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.2% | +7.3% | +7.5% |
| 7D | -2.9% | +1.8% | -4.8% | -3.2% |
| 30D | -21.3% | +7.0% | -28.3% | -22.2% |
| 3M | -18.9% | -7.6% | -11.3% | -18.1% |
| 6M | -15.3% | +8.5% | -23.8% | -16.8% |
| YTD | +46.5% | +17.7% | +28.8% | +41.6% |
| 1Y | +50.0% | +27.1% | +23.0% | +43.4% |
| 3Y | +182.5% | +48.2% | +134.3% | +165.4% |
| 5Y | +162.2% | -2.3% | +164.5% | +150.4% |
| 10Y | +1,201.1% | +183.3% | +1,017.8% | +1,031.0% |
| All | +1,201.1% | +183.3% | +1,017.8% | +1,031.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 10y: compounded portfolio wealth divided by compounded SW 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…
10y analysis · Full analysis span regression · 6 months rolling