-91.6%
SOXS vs WAB
+46.5%
-138.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.1% | +7.7% | +11.4% |
| 7D | +46.7% | +4.5% | +42.1% | +63.4% |
| 30D | +97.0% | +1.1% | +95.9% | +107.6% |
| 3M | +39.5% | -1.3% | +40.8% | +42.0% |
| 6M | -54.9% | +12.7% | -67.7% | -28.1% |
| YTD | -90.4% | +38.7% | -129.1% | -70.5% |
| 1Y | -91.6% | +44.9% | -136.6% | -69.8% |
| All | -91.6% | +46.5% | -138.2% | -69.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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