-91.6%
SOXS vs SHW
+7.3%
-98.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +6.6% | +2.1% | +9.9% |
| 7D | +46.7% | +13.3% | +33.3% | +51.2% |
| 30D | +97.0% | +14.1% | +82.8% | +104.2% |
| 3M | +39.5% | +0.8% | +38.8% | +33.4% |
| 6M | -54.9% | +17.6% | -72.6% | -50.2% |
| YTD | -90.4% | +13.0% | -103.4% | -89.0% |
| 1Y | -91.6% | +7.0% | -98.6% | -90.9% |
| All | -91.6% | +7.3% | -98.9% | -90.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SHW.
Daily Out/Under-Performance
Portfolio return minus SHW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHW 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 SHW 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