-91.6%
SOXS vs WFC
+2.7%
-94.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +2.2% | +6.5% | +9.8% |
| 7D | +46.7% | +4.5% | +42.2% | +49.6% |
| 30D | +97.0% | +7.4% | +89.6% | +103.5% |
| 3M | +39.5% | -0.5% | +40.1% | +36.8% |
| 6M | -54.9% | +11.7% | -66.6% | -51.5% |
| YTD | -90.4% | -4.6% | -85.7% | -91.0% |
| 1Y | -91.6% | +2.5% | -94.2% | -89.8% |
| All | -91.6% | +2.7% | -94.3% | -89.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WFC.
Daily Out/Under-Performance
Portfolio return minus WFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WFC 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 WFC 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