-100.0%
SOXS vs HWM
+1,301.3%
-1,401.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -2.0% | +10.1% | +5.7% |
| 7D | -9.4% | -12.5% | +3.1% | -23.2% |
| 30D | +6.2% | -19.0% | +25.1% | -18.1% |
| 3M | -28.0% | -8.6% | -19.4% | -32.7% |
| 6M | -99.2% | -10.2% | -89.0% | -98.9% |
| YTD | -99.5% | +11.3% | -110.8% | -99.1% |
| 1Y | -99.7% | +24.3% | -124.0% | -99.5% |
| 3Y | -100.0% | +382.3% | -482.2% | -99.7% |
| 5Y | -100.0% | +640.6% | -740.6% | -99.9% |
| All | -100.0% | +1,301.3% | -1,401.3% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling