-100.0%
SOXS vs WING
+407.0%
-507.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.2% | -5.1% | -4.7% |
| 7D | -15.6% | -0.1% | -15.5% | -15.7% |
| 30D | +4.8% | -6.0% | +10.8% | -0.8% |
| 3M | -21.6% | -23.5% | +1.9% | -36.0% |
| 6M | -99.3% | -52.0% | -47.4% | -99.6% |
| YTD | -99.5% | -53.8% | -45.7% | -99.7% |
| 1Y | -99.8% | -63.8% | -36.0% | -99.9% |
| 3Y | -100.0% | -30.8% | -69.2% | -100.0% |
| 5Y | -100.0% | -34.3% | -65.7% | -100.0% |
| 10Y | -100.0% | +352.4% | -452.4% | -100.0% |
| All | -100.0% | +407.0% | -507.0% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling