+2,956.8%
SOXX vs SW
+705.6%
+2,251.2%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.7% | -0.1% |
| 7D | +17.5% | -3.0% | +20.5% | +17.8% |
| 30D | -14.5% | +4.2% | -18.7% | -14.9% |
| 3M | -14.9% | -11.5% | -3.4% | -14.1% |
| 6M | -9.8% | +8.6% | -18.4% | -10.6% |
| YTD | +54.7% | +15.0% | +39.7% | +52.4% |
| 1Y | +55.7% | +25.7% | +30.0% | +52.3% |
| 3Y | +186.8% | +44.8% | +142.0% | +178.8% |
| 5Y | +176.7% | -1.7% | +178.4% | +170.6% |
| 10Y | +1,252.6% | +176.9% | +1,075.8% | +1,176.0% |
| All | +2,956.8% | +705.6% | +2,251.2% | +2,844.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling