-100.0%
SOXS vs WFC
+145.8%
-245.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.9% | -6.5% | -4.3% |
| 7D | -4.7% | +0.4% | -5.1% | -4.3% |
| 30D | +7.7% | +1.5% | +6.2% | +9.5% |
| 3M | -10.2% | +10.2% | -20.4% | +1.6% |
| 6M | -99.2% | +18.8% | -118.0% | -98.6% |
| YTD | -99.5% | -1.5% | -98.0% | -99.4% |
| 1Y | -99.8% | +13.5% | -113.3% | -99.6% |
| 3Y | -100.0% | +135.0% | -234.9% | -99.9% |
| 5Y | -100.0% | +130.1% | -230.1% | -100.0% |
| All | -100.0% | +145.8% | -245.8% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling