-100.0%
SOXS vs W
+38.0%
-138.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.2% | -2.1% | -1.8% |
| 7D | -16.6% | +5.9% | -22.5% | -12.5% |
| 30D | -4.4% | -3.0% | -1.3% | -6.1% |
| 3M | -26.2% | +40.3% | -66.6% | +9.2% |
| 6M | -99.3% | +32.2% | -131.5% | -97.8% |
| YTD | -99.5% | -0.3% | -99.2% | -98.8% |
| 1Y | -99.8% | +16.2% | -115.9% | -99.3% |
| All | -100.0% | +38.0% | -138.0% | -99.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling