-100.0%
SOXS vs WMT
+102.3%
-202.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.3% | -6.9% | -5.4% |
| 7D | -4.7% | 0.0% | -4.8% | -4.7% |
| 30D | +7.7% | -7.4% | +15.2% | +6.0% |
| 3M | -10.2% | -10.9% | +0.7% | -14.1% |
| 6M | -99.2% | -12.7% | -86.5% | -99.3% |
| YTD | -99.5% | -3.2% | -96.3% | -99.6% |
| 1Y | -99.8% | +5.3% | -105.0% | -99.8% |
| 3Y | -100.0% | +101.9% | -201.8% | -100.0% |
| All | -100.0% | +102.3% | -202.3% | -100.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling