-91.6%
SOXS vs HWM
+5.4%
-97.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -4.3% | +13.0% | +3.9% |
| 7D | +46.7% | +9.4% | +37.2% | +62.9% |
| 30D | +97.0% | -7.0% | +103.9% | +83.2% |
| 3M | +39.5% | -25.9% | +65.4% | -6.4% |
| 6M | -54.9% | -10.8% | -44.1% | -56.2% |
| YTD | -90.4% | +4.3% | -94.7% | -86.4% |
| 1Y | -91.6% | +4.4% | -96.0% | -88.4% |
| All | -91.6% | +5.4% | -97.0% | -88.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 HWM 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