+245.9%
SOXX vs SW
-2.3%
+248.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.3% | +2.3% | +3.2% |
| 7D | +2.2% | -5.1% | +7.3% | +3.4% |
| 30D | -2.0% | -4.6% | +2.5% | -1.1% |
| 3M | -13.7% | +9.4% | -23.1% | -15.7% |
| 6M | +52.4% | +3.5% | +48.9% | +50.0% |
| YTD | +72.8% | +22.0% | +50.8% | +64.1% |
| 1Y | +113.9% | +2.2% | +111.7% | +109.5% |
| 3Y | +210.7% | +19.6% | +191.2% | +193.8% |
| All | +245.9% | -2.3% | +248.2% | +229.4% |
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 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