-99.9%
SOXS vs WM
+59.1%
-159.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.6% | -2.1% | -10.6% | -12.4% |
| 7D | +36.2% | +1.2% | +35.0% | +36.3% |
| 30D | +131.5% | +13.1% | +118.4% | +132.6% |
| 3M | +60.5% | +3.6% | +56.9% | +59.5% |
| 6M | -25.9% | +8.1% | -34.0% | -27.2% |
| YTD | -88.3% | +8.9% | -97.2% | -88.4% |
| 1Y | -89.6% | +20.3% | -109.9% | -88.9% |
| 3Y | -99.6% | +46.2% | -145.8% | -99.5% |
| All | -99.9% | +59.1% | -159.0% | -99.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling