-100.0%
SOXS vs WM
+53.3%
-153.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.6% | -4.3% | -4.9% |
| 7D | -15.6% | -0.9% | -14.7% | -15.7% |
| 30D | +4.8% | -4.3% | +9.1% | +4.1% |
| 3M | -21.6% | +0.8% | -22.4% | -21.5% |
| 6M | -99.3% | -10.8% | -88.6% | -99.5% |
| YTD | -99.5% | -0.1% | -99.5% | -99.6% |
| 1Y | -99.8% | +1.0% | -100.8% | -99.8% |
| 3Y | -100.0% | +45.1% | -145.1% | -100.0% |
| 5Y | -100.0% | +52.1% | -152.1% | -100.0% |
| All | -100.0% | +53.3% | -153.3% | -100.0% |
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