+46.1%
SOXX vs SW
+26.8%
+19.3%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.2% |
| 7D | -5.4% | +2.2% | -7.6% | -5.9% |
| 30D | -21.4% | +7.4% | -28.8% | -23.0% |
| 3M | -16.9% | -5.9% | -10.9% | -15.6% |
| 6M | -15.4% | +9.0% | -24.3% | -18.9% |
| YTD | +46.3% | +18.1% | +28.2% | +37.0% |
| 1Y | +46.1% | +28.7% | +17.4% | +33.5% |
| All | +46.1% | +26.8% | +19.3% | +33.5% |
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