-100.0%
SOXS vs SW
+183.3%
-283.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -22.3% | +0.2% | -22.5% | -22.2% |
| 7D | -5.1% | +1.8% | -6.9% | -4.2% |
| 30D | +60.4% | +7.0% | +53.3% | +65.0% |
| 3M | +32.7% | -7.6% | +40.3% | +28.0% |
| 6M | -36.2% | +8.5% | -44.7% | -30.6% |
| YTD | -90.9% | +17.7% | -108.6% | -89.3% |
| 1Y | -92.2% | +27.1% | -119.2% | -90.4% |
| 3Y | -99.7% | +48.2% | -147.9% | -99.6% |
| 5Y | -99.9% | -2.3% | -97.6% | -99.9% |
| 10Y | -100.0% | +183.3% | -283.3% | -100.0% |
| All | -100.0% | +183.3% | -283.3% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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