-100.0%
SOXS vs WAB
+164.6%
-264.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -0.1% | +8.2% | +7.9% |
| 7D | -9.4% | -0.2% | -9.2% | -9.7% |
| 30D | +6.2% | -5.9% | +12.0% | -8.0% |
| 3M | -28.0% | +9.4% | -37.4% | -1.9% |
| 6M | -99.2% | +13.8% | -113.0% | -97.5% |
| YTD | -99.5% | +31.8% | -131.3% | -97.7% |
| 1Y | -99.7% | +48.5% | -148.3% | -98.3% |
| All | -100.0% | +164.6% | -264.6% | -99.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling