-100.0%
SOXS vs SHW
+19.9%
-119.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -1.0% | +9.1% | +6.7% |
| 7D | -9.4% | -4.5% | -5.0% | -14.9% |
| 30D | +6.2% | -12.7% | +18.8% | -12.0% |
| 3M | -28.0% | +4.7% | -32.7% | -21.7% |
| 6M | -99.2% | -3.4% | -95.8% | -99.0% |
| YTD | -99.5% | -1.3% | -98.2% | -99.4% |
| 1Y | -99.7% | -10.4% | -89.4% | -99.7% |
| All | -100.0% | +19.9% | -119.8% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling