-100.0%
SOXS vs HWM
+658.8%
-758.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.5% | -2.4% | -1.1% |
| 7D | -16.6% | -8.0% | -8.5% | -28.9% |
| 30D | -4.4% | -18.0% | +13.7% | -34.0% |
| 3M | -26.2% | -9.5% | -16.7% | -35.0% |
| 6M | -99.3% | -8.4% | -90.9% | -98.9% |
| YTD | -99.5% | +13.6% | -113.2% | -98.9% |
| 1Y | -99.8% | +30.2% | -130.0% | -99.3% |
| 3Y | -100.0% | +392.2% | -492.2% | -99.0% |
| 5Y | -100.0% | +645.2% | -745.2% | -99.3% |
| All | -100.0% | +658.8% | -758.8% | -99.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling