-100.0%
SOXS vs W
+210.9%
-310.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | +0.4% | +10.7% | +11.3% |
| 7D | -28.4% | +0.2% | -28.6% | -27.6% |
| 30D | +19.4% | +6.8% | +12.6% | +27.8% |
| 3M | +28.2% | +10.7% | +17.5% | +41.4% |
| 6M | -37.7% | +86.3% | -124.1% | +6.3% |
| YTD | -91.6% | +11.5% | -103.1% | -88.5% |
| 1Y | -93.1% | +5.1% | -98.2% | -90.7% |
| 3Y | -99.7% | +171.0% | -270.7% | -98.7% |
| 5Y | -99.9% | -56.6% | -43.3% | -99.7% |
| 10Y | -100.0% | +213.4% | -313.4% | -100.0% |
| All | -100.0% | +210.9% | -310.9% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling