-100.0%
SOXS vs GWW
+1,445.6%
-1,545.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -3.1% |
| 7D | -16.6% | -0.5% | -16.1% | -17.3% |
| 30D | -4.4% | -1.4% | -2.9% | -6.6% |
| 3M | -26.2% | -3.6% | -22.6% | -30.6% |
| 6M | -99.3% | +15.1% | -114.4% | -99.0% |
| YTD | -99.5% | +27.5% | -127.0% | -99.3% |
| 1Y | -99.8% | +29.6% | -129.4% | -99.6% |
| 3Y | -100.0% | +90.1% | -190.0% | -99.9% |
| 5Y | -100.0% | +222.6% | -322.6% | -100.0% |
| 10Y | -100.0% | +566.5% | -666.5% | -100.0% |
| All | -100.0% | +1,445.6% | -1,545.6% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling