-100.0%
SOXS vs WELL
+975.2%
-1,075.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.5% | -5.3% | -4.4% |
| 7D | -15.6% | -1.3% | -14.3% | -16.8% |
| 30D | +4.8% | +0.5% | +4.2% | +5.1% |
| 3M | -21.6% | +19.1% | -40.7% | -10.3% |
| 6M | -99.3% | +17.0% | -116.3% | -99.1% |
| YTD | -99.5% | +29.2% | -128.7% | -99.3% |
| 1Y | -99.8% | +42.1% | -141.9% | -99.6% |
| 3Y | -100.0% | +204.5% | -304.5% | -99.9% |
| 5Y | -100.0% | +211.0% | -311.0% | -100.0% |
| 10Y | -100.0% | +337.6% | -437.6% | -100.0% |
| All | -100.0% | +975.2% | -1,075.2% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WELL.
Daily Out/Under-Performance
Portfolio return minus WELL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WELL 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded WELL 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling