-99.7%
SOXS vs HWM
+26.9%
-126.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -2.0% | +10.1% | +5.3% |
| 7D | -9.4% | -12.5% | +3.1% | -25.7% |
| 30D | +6.2% | -19.0% | +25.1% | -24.6% |
| 3M | -28.0% | -8.6% | -19.4% | -32.6% |
| 6M | -99.2% | -10.2% | -89.0% | -98.7% |
| YTD | -99.5% | +11.3% | -110.8% | -98.8% |
| 1Y | -99.7% | +24.3% | -124.0% | -99.2% |
| All | -99.7% | +26.9% | -126.6% | -99.2% |
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