-99.9%
SOXS vs SW
-1.6%
-98.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +39.2% | -1.5% | +40.7% | +38.3% |
| 7D | +94.9% | +4.7% | +90.2% | +100.2% |
| 30D | +174.1% | +5.0% | +169.1% | +181.4% |
| 3M | +82.4% | -7.3% | +89.8% | +74.1% |
| 6M | -27.7% | +15.0% | -42.7% | -15.8% |
| YTD | -86.6% | +18.5% | -105.1% | -83.4% |
| 1Y | -87.2% | +27.1% | -114.3% | -83.2% |
| 3Y | -99.6% | +49.3% | -148.9% | -99.3% |
| 5Y | -99.9% | -1.6% | -98.3% | -99.8% |
| All | -99.9% | -1.6% | -98.3% | -99.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling