-89.6%
SOXS vs SW
+26.7%
-116.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.6% | -0.9% | -11.7% | -13.4% |
| 7D | +36.2% | +2.3% | +33.9% | +38.4% |
| 30D | +131.5% | +6.8% | +124.7% | +141.4% |
| 3M | +60.5% | -5.2% | +65.7% | +52.7% |
| 6M | -25.9% | +7.4% | -33.3% | -13.4% |
| YTD | -88.3% | +17.4% | -105.7% | -84.7% |
| 1Y | -89.6% | +27.1% | -116.7% | -85.5% |
| All | -89.6% | +26.7% | -116.3% | -85.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling