-91.6%
SOXS vs EWT
+54.0%
-145.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -1.2% | +10.0% | +4.4% |
| 7D | +46.7% | -10.9% | +57.5% | -0.9% |
| 30D | +97.0% | -17.7% | +114.7% | +6.2% |
| 3M | +39.5% | -5.0% | +44.6% | +35.1% |
| 6M | -54.9% | +7.4% | -62.3% | +2.4% |
| YTD | -90.4% | +52.8% | -143.2% | -5.8% |
| 1Y | -91.6% | +55.2% | -146.8% | -6.4% |
| All | -91.6% | +54.0% | -145.6% | -6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 1y: compounded portfolio wealth divided by compounded EWT 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…
1y analysis · Full analysis span regression · 6 months rolling