+0.7%
SW vs SOXQ
+195.3%
-194.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -12.1% | +10.6% | +1.8% |
| 7D | +4.7% | -21.6% | +26.3% | +11.4% |
| 30D | +5.0% | -31.7% | +36.7% | +16.0% |
| 3M | -7.3% | -24.8% | +17.4% | -0.7% |
| 6M | +15.0% | -17.7% | +32.6% | +18.0% |
| YTD | +18.5% | +27.7% | -9.2% | +5.7% |
| 1Y | +27.1% | +26.0% | +1.1% | +13.6% |
| 3Y | +49.3% | +165.7% | -116.4% | +5.2% |
| 5Y | -1.6% | +150.1% | -151.7% | -30.7% |
| All | +0.7% | +195.3% | -194.6% | -30.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling