-100.0%
SOXS vs FWONK
+44.6%
-144.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.2% | -5.7% | -5.4% |
| 7D | -4.7% | +0.1% | -4.8% | -4.6% |
| 30D | +7.7% | -7.7% | +15.5% | +0.1% |
| 3M | -10.2% | +5.7% | -15.9% | -6.2% |
| 6M | -99.2% | +13.5% | -112.7% | -98.5% |
| YTD | -99.5% | -3.0% | -96.6% | -99.3% |
| 1Y | -99.8% | -6.4% | -93.3% | -99.6% |
| 3Y | -100.0% | +43.8% | -143.8% | -100.0% |
| All | -100.0% | +44.6% | -144.6% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK 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 3y: compounded portfolio wealth divided by compounded FWONK 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…
3y analysis · Full analysis span regression · 6 months rolling