-100.0%
SOXS vs SHW
+288.7%
-388.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.8% | -7.4% | -2.5% |
| 7D | -4.7% | -3.1% | -1.6% | -9.7% |
| 30D | +7.7% | -10.0% | +17.8% | -9.8% |
| 3M | -10.2% | +2.3% | -12.4% | -8.9% |
| 6M | -99.2% | +0.7% | -99.9% | -99.0% |
| YTD | -99.5% | +0.5% | -100.0% | -99.4% |
| 1Y | -99.8% | -11.5% | -88.3% | -99.8% |
| 3Y | -100.0% | +21.3% | -121.3% | -100.0% |
| 5Y | -100.0% | +12.5% | -112.5% | -100.0% |
| All | -100.0% | +288.7% | -388.7% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling