-100.0%
SOXS vs WING
-35.5%
-64.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.0% | -2.9% | -1.2% |
| 7D | -16.6% | -2.3% | -14.3% | -17.9% |
| 30D | -4.4% | -5.6% | +1.3% | -8.8% |
| 3M | -26.2% | -22.9% | -3.3% | -38.8% |
| 6M | -99.3% | -50.4% | -48.8% | -99.6% |
| YTD | -99.5% | -53.3% | -46.2% | -99.7% |
| 1Y | -99.8% | -61.2% | -38.6% | -99.9% |
| 3Y | -100.0% | -30.1% | -69.9% | -100.0% |
| All | -100.0% | -35.5% | -64.5% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 5y: compounded portfolio wealth divided by compounded WING 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…
5y analysis · Full analysis span regression · 6 months rolling