-91.6%
SOXS vs W
+21.5%
-113.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +11.0% | -2.2% | +15.7% |
| 7D | +46.7% | +8.4% | +38.3% | +54.1% |
| 30D | +97.0% | +16.5% | +80.5% | +118.3% |
| 3M | +39.5% | +6.4% | +33.1% | +47.3% |
| 6M | -54.9% | +90.5% | -145.5% | -16.1% |
| YTD | -90.4% | +23.1% | -113.4% | -85.2% |
| 1Y | -91.6% | +24.3% | -115.9% | -87.0% |
| All | -91.6% | +21.5% | -113.1% | -87.0% |
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