-100.0%
SOXS vs KWEB
+21.1%
-121.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.7% | -6.2% | -4.8% |
| 7D | -4.7% | -5.6% | +0.8% | -11.2% |
| 30D | +7.7% | -10.7% | +18.4% | -5.9% |
| 3M | -10.2% | -7.4% | -2.7% | -18.4% |
| 6M | -99.2% | -19.3% | -79.9% | -99.2% |
| YTD | -99.5% | -27.8% | -71.8% | -99.5% |
| 1Y | -99.8% | -35.9% | -63.8% | -99.8% |
| 3Y | -100.0% | -1.9% | -98.1% | -100.0% |
| 5Y | -100.0% | -43.2% | -56.8% | -100.0% |
| 10Y | -100.0% | -21.2% | -78.8% | -100.0% |
| All | -100.0% | +21.1% | -121.1% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KWEB.
Daily Out/Under-Performance
Portfolio return minus KWEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KWEB 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 KWEB 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