+1,512.5%
SOXX vs SW
+139.3%
+1,373.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.4% | +5.1% | +2.2% |
| 7D | +5.6% | -2.6% | +8.2% | +6.0% |
| 30D | -2.7% | -7.5% | +4.8% | -1.6% |
| 3M | -7.5% | +10.3% | -17.8% | -9.2% |
| 6M | +63.5% | +5.4% | +58.1% | +61.4% |
| YTD | +75.7% | +17.9% | +57.8% | +70.2% |
| 1Y | +113.3% | -2.4% | +115.7% | +111.8% |
| 3Y | +227.4% | +28.7% | +198.7% | +212.5% |
| 5Y | +256.2% | -5.7% | +261.8% | +241.6% |
| 10Y | +1,512.5% | +139.3% | +1,373.2% | +1,310.8% |
| All | +1,512.5% | +139.3% | +1,373.2% | +1,310.8% |
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