-0.2%
SW vs SOXQ
+206.9%
-207.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.9% | -4.9% | -2.0% |
| 7D | +2.3% | -12.2% | +14.6% | +5.7% |
| 30D | +6.8% | -28.2% | +35.0% | +16.3% |
| 3M | -5.2% | -22.1% | +16.9% | +0.5% |
| 6M | +7.4% | -18.1% | +25.6% | +10.5% |
| YTD | +17.4% | +32.7% | -15.3% | +3.6% |
| 1Y | +27.1% | +34.1% | -7.0% | +11.5% |
| 3Y | +47.9% | +176.7% | -128.8% | +3.0% |
| 5Y | -2.6% | +159.9% | -162.4% | -32.1% |
| All | -0.2% | +206.9% | -207.1% | -32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SOXQ.
Daily Out/Under-Performance
Portfolio return minus SOXQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOXQ 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 10y: compounded portfolio wealth divided by compounded SOXQ 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…
10y analysis · Full analysis span regression · 6 months rolling