-99.8%
SOXS vs GWW
+31.2%
-130.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | +0.9% | -11.1% | -9.5% |
| 7D | -7.0% | +1.4% | -8.4% | -5.8% |
| 30D | +2.8% | +3.3% | -0.5% | +5.5% |
| 3M | -9.8% | +2.9% | -12.8% | -6.5% |
| 6M | -99.2% | +15.8% | -115.0% | -99.0% |
| YTD | -99.5% | +32.0% | -131.5% | -99.3% |
| 1Y | -99.8% | +29.9% | -129.7% | -99.7% |
| All | -99.8% | +31.2% | -130.9% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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