+46.3%
SOXX vs SW
+26.3%
+20.0%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.2% | +7.3% | +7.4% |
| 7D | -2.9% | +1.8% | -4.8% | -3.4% |
| 30D | -21.3% | +7.0% | -28.3% | -22.8% |
| 3M | -18.9% | -7.6% | -11.3% | -17.2% |
| 6M | -15.3% | +8.5% | -23.8% | -18.7% |
| YTD | +46.5% | +17.7% | +28.8% | +37.3% |
| All | +46.3% | +26.3% | +20.0% | +33.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling