-91.6%
SOXS vs WM
+21.9%
-113.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.6% | +7.1% | +3.6% |
| 7D | +46.7% | +5.9% | +40.7% | +24.6% |
| 30D | +97.0% | +15.4% | +81.6% | +30.4% |
| 3M | +39.5% | +6.3% | +33.2% | +20.5% |
| 6M | -54.9% | +5.6% | -60.5% | -56.1% |
| YTD | -90.4% | +9.9% | -100.3% | -91.3% |
| 1Y | -91.6% | +20.8% | -112.5% | -93.8% |
| All | -91.6% | +21.9% | -113.5% | -93.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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