-100.0%
SOXS vs TW
+19.1%
-119.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.0% | -4.6% | -5.5% |
| 7D | -4.7% | -4.5% | -0.3% | -4.3% |
| 30D | +7.7% | -2.3% | +10.0% | +8.0% |
| 3M | -10.2% | +2.6% | -12.8% | -9.0% |
| 6M | -99.2% | -17.5% | -81.7% | -99.4% |
| YTD | -99.5% | -5.3% | -94.2% | -99.6% |
| 1Y | -99.8% | -14.8% | -85.0% | -99.8% |
| 3Y | -100.0% | +18.8% | -118.8% | -100.0% |
| All | -100.0% | +19.1% | -119.0% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 3y: compounded portfolio wealth divided by compounded TW 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…
3y analysis · Full analysis span regression · 6 months rolling