-99.9%
SOXS vs W
-55.8%
-44.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | +0.4% | +10.7% | +11.3% |
| 7D | -28.4% | +0.2% | -28.6% | -27.5% |
| 30D | +19.4% | +6.8% | +12.6% | +29.0% |
| 3M | +28.2% | +10.7% | +17.5% | +43.4% |
| 6M | -37.7% | +86.3% | -124.1% | +15.4% |
| YTD | -91.6% | +11.5% | -103.1% | -88.0% |
| 1Y | -93.1% | +5.1% | -98.2% | -90.4% |
| 3Y | -99.7% | +171.0% | -270.7% | -98.3% |
| All | -99.9% | -55.8% | -44.1% | -99.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling