+143.9%
SOXX vs SW
-2.6%
+146.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.9% | +4.5% | +3.7% |
| 7D | -13.1% | +2.3% | -15.5% | -13.6% |
| 30D | -29.7% | +6.8% | -36.5% | -30.8% |
| 3M | -23.0% | -5.2% | -17.8% | -22.4% |
| 6M | -19.1% | +7.4% | -26.5% | -20.9% |
| YTD | +36.2% | +17.4% | +18.8% | +30.0% |
| 1Y | +38.1% | +27.1% | +11.0% | +29.6% |
| 3Y | +163.5% | +47.9% | +115.6% | +142.8% |
| All | +143.9% | -2.6% | +146.5% | +132.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling