-100.0%
SOXS vs WMT
+726.1%
-826.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.7% | -2.1% |
| 7D | -16.6% | -0.2% | -16.3% | -17.0% |
| 30D | -4.4% | -5.8% | +1.5% | -11.2% |
| 3M | -26.2% | -10.8% | -15.5% | -38.2% |
| 6M | -99.3% | -14.3% | -84.9% | -99.6% |
| YTD | -99.5% | -4.4% | -95.1% | -99.7% |
| 1Y | -99.8% | +4.3% | -104.1% | -99.8% |
| 3Y | -100.0% | +100.1% | -200.1% | -100.0% |
| 5Y | -100.0% | +130.8% | -230.8% | -100.0% |
| 10Y | -100.0% | +433.7% | -533.7% | -100.0% |
| All | -100.0% | +726.1% | -826.1% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling