-91.6%
SOXS vs WMT
+27.5%
-119.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +3.5% | +5.3% | +4.8% |
| 7D | +46.7% | +8.8% | +37.9% | +35.2% |
| 30D | +97.0% | +22.9% | +74.0% | +65.4% |
| 3M | +39.5% | +16.1% | +23.5% | +21.3% |
| 6M | -54.9% | -0.5% | -54.5% | -58.2% |
| YTD | -90.4% | +16.7% | -107.1% | -92.0% |
| 1Y | -91.6% | +27.4% | -119.0% | -93.8% |
| All | -91.6% | +27.5% | -119.2% | -93.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WMT.
Daily Out/Under-Performance
Portfolio return minus WMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WMT 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 WMT 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