+3.7%
SW vs SOXQ
+283.8%
-280.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.4% | -2.1% | +0.3% |
| 7D | -5.1% | +2.3% | -7.4% | -5.7% |
| 30D | -4.6% | -2.3% | -2.3% | -4.1% |
| 3M | +9.4% | -13.8% | +23.1% | +12.8% |
| 6M | +3.5% | +48.6% | -45.1% | -10.1% |
| YTD | +22.0% | +66.0% | -44.0% | +2.2% |
| 1Y | +2.2% | +107.9% | -105.7% | -20.6% |
| 3Y | +19.6% | +224.1% | -204.6% | -19.7% |
| 5Y | -2.3% | +256.6% | -258.9% | -36.3% |
| All | +3.7% | +283.8% | -280.0% | -33.0% |
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