-100.0%
SOXS vs WFC
+132.5%
-232.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -0.2% | +8.3% | +7.8% |
| 7D | -9.4% | +0.3% | -9.7% | -9.1% |
| 30D | +6.2% | +2.3% | +3.9% | +8.9% |
| 3M | -28.0% | +9.8% | -37.8% | -19.3% |
| 6M | -99.2% | +15.6% | -114.7% | -98.7% |
| YTD | -99.5% | -2.4% | -97.0% | -99.3% |
| 1Y | -99.7% | +13.8% | -113.6% | -99.6% |
| All | -100.0% | +132.5% | -232.5% | -99.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling