+1,209.8%
SOXX vs SW
+177.1%
+1,032.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.9% | -2.8% | -3.5% |
| 7D | +9.4% | -2.9% | +12.3% | +9.9% |
| 30D | -13.8% | +5.0% | -18.8% | -14.6% |
| 3M | -18.6% | -13.7% | -5.0% | -16.9% |
| 6M | -15.1% | +8.0% | -23.1% | -16.5% |
| YTD | +49.0% | +14.0% | +35.0% | +44.8% |
| 1Y | +55.3% | +25.6% | +29.7% | +48.7% |
| 3Y | +179.0% | +40.1% | +138.8% | +164.0% |
| 5Y | +166.5% | -2.6% | +169.1% | +155.2% |
| All | +1,209.8% | +177.1% | +1,032.7% | +1,044.2% |
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