-19.1%
SOXX vs SW
+9.6%
-28.7%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| 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% | -31.0% |
| 3M | -23.0% | -5.2% | -17.8% | -21.8% |
| 6M | -19.1% | +7.4% | -26.5% | -23.9% |
| All | -19.1% | +9.6% | -28.7% | -23.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling