-100.0%
SOXS vs EWT
+779.0%
-879.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.2% | -2.1% | -1.3% |
| 7D | -16.6% | +2.1% | -18.7% | -10.5% |
| 30D | -4.4% | +9.4% | -13.7% | +29.5% |
| 3M | -26.2% | +10.9% | -37.1% | +44.1% |
| 6M | -99.3% | +57.9% | -157.2% | -81.8% |
| YTD | -99.5% | +75.9% | -175.4% | -82.6% |
| 1Y | -99.8% | +89.7% | -189.5% | -88.4% |
| 3Y | -100.0% | +200.9% | -300.9% | -92.0% |
| 5Y | -100.0% | +154.5% | -254.5% | -98.2% |
| 10Y | -100.0% | +520.8% | -620.8% | -100.0% |
| All | -100.0% | +779.0% | -879.0% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling