-100.0%
SOXS vs SW
+182.7%
-282.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.6% | -0.9% | -11.7% | -13.1% |
| 7D | +36.2% | +2.3% | +33.9% | +37.6% |
| 30D | +131.5% | +6.8% | +124.7% | +137.8% |
| 3M | +60.5% | -5.2% | +65.7% | +56.9% |
| 6M | -25.9% | +7.4% | -33.3% | -19.9% |
| YTD | -88.3% | +17.4% | -105.7% | -86.3% |
| 1Y | -89.6% | +27.1% | -116.7% | -87.3% |
| 3Y | -99.6% | +47.9% | -147.5% | -99.4% |
| 5Y | -99.9% | -2.6% | -97.3% | -99.9% |
| All | -100.0% | +182.7% | -282.7% | -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