-100.0%
SOXS vs SHW
+1,688.6%
-1,788.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.3% | -2.6% | -8.7% |
| 7D | -15.6% | -1.2% | -14.4% | -17.3% |
| 30D | +4.8% | -11.6% | +16.4% | -14.9% |
| 3M | -21.6% | +9.1% | -30.7% | -9.6% |
| 6M | -99.3% | -0.7% | -98.7% | -99.2% |
| YTD | -99.5% | +1.4% | -100.9% | -99.4% |
| 1Y | -99.8% | -12.3% | -87.5% | -99.8% |
| 3Y | -100.0% | +23.4% | -123.4% | -100.0% |
| 5Y | -100.0% | +15.0% | -115.0% | -100.0% |
| 10Y | -100.0% | +278.3% | -378.3% | -100.0% |
| All | -100.0% | +1,688.6% | -1,788.6% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling