-99.9%
SOXS vs WETO
-99.4%
-0.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -5.4% | -0.1% | -5.6% |
| 7D | -4.7% | -4.3% | -0.4% | -4.8% |
| 30D | +7.7% | -39.9% | +47.6% | +11.0% |
| 3M | -10.2% | -97.9% | +87.7% | -19.6% |
| 6M | -99.2% | -95.0% | -4.2% | -99.3% |
| YTD | -99.5% | -97.2% | -2.4% | -99.6% |
| 1Y | -99.8% | -98.9% | -0.8% | -99.8% |
| All | -99.9% | -99.4% | -0.5% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling