+163.5%
SOXX vs SW
+39.0%
+124.4%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.9% | +4.5% | +3.8% |
| 7D | -13.1% | +2.3% | -15.5% | -13.7% |
| 30D | -29.7% | +6.8% | -36.5% | -31.2% |
| 3M | -23.0% | -5.2% | -17.8% | -22.2% |
| 6M | -19.1% | +7.4% | -26.5% | -21.9% |
| YTD | +36.2% | +17.4% | +18.8% | +26.8% |
| 1Y | +38.1% | +27.1% | +11.0% | +25.2% |
| 3Y | +163.5% | +47.9% | +115.6% | +152.4% |
| All | +163.5% | +39.0% | +124.4% | +152.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling