+2,592.7%
SOXX vs SW
+722.5%
+1,870.2%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.9% | +4.5% | +3.6% |
| 7D | -13.1% | +2.3% | -15.5% | -13.3% |
| 30D | -29.7% | +6.8% | -36.5% | -30.1% |
| 3M | -23.0% | -5.2% | -17.8% | -22.8% |
| 6M | -19.1% | +7.4% | -26.5% | -19.8% |
| YTD | +36.2% | +17.4% | +18.8% | +34.0% |
| 1Y | +38.1% | +27.1% | +11.0% | +35.0% |
| 3Y | +163.5% | +47.9% | +115.6% | +155.8% |
| 5Y | +147.2% | -2.6% | +149.8% | +141.6% |
| 10Y | +1,141.1% | +182.7% | +958.5% | +1,068.9% |
| All | +2,592.7% | +722.5% | +1,870.2% | +2,489.8% |
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