-100.0%
SOXS vs SW
+673.4%
-773.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +39.2% | -1.5% | +40.7% | +38.7% |
| 7D | +94.9% | +4.7% | +90.2% | +97.7% |
| 30D | +174.1% | +5.0% | +169.1% | +178.1% |
| 3M | +82.4% | -7.3% | +89.8% | +78.3% |
| 6M | -27.7% | +15.0% | -42.7% | -21.4% |
| YTD | -86.6% | +18.5% | -105.1% | -84.9% |
| 1Y | -87.2% | +27.1% | -114.3% | -85.1% |
| 3Y | -99.6% | +49.3% | -148.9% | -99.4% |
| 5Y | -99.9% | -1.6% | -98.3% | -99.9% |
| 10Y | -100.0% | +185.4% | -285.4% | -100.0% |
| All | -100.0% | +673.4% | -773.4% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling