-100.0%
SOXS vs GWW
+222.0%
-322.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.7% | -6.2% | -4.5% |
| 7D | -4.7% | -3.4% | -1.4% | -9.8% |
| 30D | +7.7% | -1.9% | +9.6% | +4.4% |
| 3M | -10.2% | -2.4% | -7.8% | -13.7% |
| 6M | -99.2% | +15.7% | -114.9% | -98.9% |
| YTD | -99.5% | +27.6% | -127.1% | -99.2% |
| 1Y | -99.8% | +27.2% | -126.9% | -99.6% |
| 3Y | -100.0% | +89.7% | -189.7% | -99.9% |
| All | -100.0% | +222.0% | -322.0% | -100.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling