-100.0%
SOXS vs WBD
+145.7%
-245.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.6% | -5.0% | -5.9% |
| 7D | -4.7% | -0.7% | -4.0% | -5.3% |
| 30D | +7.7% | +1.4% | +6.3% | +8.4% |
| 3M | -10.2% | +4.4% | -14.5% | -7.9% |
| 6M | -99.2% | +0.8% | -100.0% | -99.2% |
| YTD | -99.5% | -2.7% | -96.8% | -99.5% |
| 1Y | -99.8% | +73.4% | -173.2% | -99.7% |
| 3Y | -100.0% | +142.1% | -242.1% | -100.0% |
| All | -100.0% | +145.7% | -245.7% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WBD.
Daily Out/Under-Performance
Portfolio return minus WBD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WBD 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 WBD 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