-100.0%
SOXS vs SW
+696.4%
-796.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | +1.3% | -11.5% | -9.8% |
| 7D | -7.0% | -5.1% | -1.9% | -8.5% |
| 30D | +2.8% | -4.6% | +7.4% | +1.4% |
| 3M | -9.8% | +9.4% | -19.2% | -4.7% |
| 6M | -99.2% | +3.5% | -102.7% | -99.0% |
| YTD | -99.5% | +22.0% | -121.5% | -99.3% |
| 1Y | -99.8% | +2.2% | -102.0% | -99.7% |
| 3Y | -100.0% | +19.6% | -119.6% | -100.0% |
| 5Y | -100.0% | -2.3% | -97.7% | -100.0% |
| 10Y | -100.0% | +181.4% | -281.4% | -100.0% |
| All | -100.0% | +696.4% | -796.4% | -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