-99.8%
SOXS vs W
+25.7%
-125.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | +2.5% | -12.7% | -8.4% |
| 7D | -7.0% | -4.2% | -2.8% | -9.3% |
| 30D | +2.8% | -7.6% | +10.4% | -2.0% |
| 3M | -9.8% | +37.2% | -47.0% | +30.5% |
| 6M | -99.2% | +26.3% | -125.5% | -97.7% |
| YTD | -99.5% | -1.0% | -98.5% | -98.7% |
| 1Y | -99.8% | +20.1% | -119.9% | -99.3% |
| All | -99.8% | +25.7% | -125.4% | -99.3% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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