-99.8%
SOXS vs WETO
-98.9%
-0.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | -20.8% | +10.6% | -10.5% |
| 7D | -7.0% | -55.4% | +48.4% | -8.1% |
| 30D | +2.8% | -48.5% | +51.3% | +5.4% |
| 3M | -9.8% | -97.5% | +87.7% | -23.2% |
| 6M | -99.2% | -94.2% | -5.0% | -99.3% |
| YTD | -99.5% | -97.0% | -2.5% | -99.6% |
| 1Y | -99.8% | -98.9% | -0.9% | -99.8% |
| All | -99.8% | -98.9% | -0.9% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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