-100.0%
SOXS vs W
-62.2%
-37.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.1% | -6.7% | -4.7% |
| 7D | -4.7% | -0.9% | -3.9% | -5.1% |
| 30D | +7.7% | -4.2% | +12.0% | +5.2% |
| 3M | -10.2% | +26.9% | -37.0% | +15.9% |
| 6M | -99.2% | +31.2% | -130.4% | -97.8% |
| YTD | -99.5% | -1.8% | -97.7% | -98.9% |
| 1Y | -99.8% | +9.3% | -109.1% | -99.4% |
| 3Y | -100.0% | +33.2% | -133.2% | -99.9% |
| All | -100.0% | -62.2% | -37.8% | -100.0% |
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 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