-99.7%
SOXS vs WOLF
+60.4%
-160.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.9% | -6.7% | -3.6% |
| 7D | -15.6% | +9.8% | -25.4% | -9.6% |
| 30D | +4.8% | -12.1% | +16.9% | +0.3% |
| 3M | -21.6% | -47.9% | +26.3% | -27.8% |
| 6M | -99.3% | +74.3% | -173.6% | -98.1% |
| YTD | -99.5% | +65.9% | -165.4% | -98.6% |
| All | -99.7% | +60.4% | -160.2% | -99.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WOLF.
Daily Out/Under-Performance
Portfolio return minus WOLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WOLF 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 WOLF 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