-91.6%
SOXS vs WSM
+44.0%
-135.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +6.5% | +2.3% | +15.1% |
| 7D | +46.7% | +8.0% | +38.7% | +57.4% |
| 30D | +97.0% | +13.5% | +83.5% | +122.9% |
| 3M | +39.5% | +8.8% | +30.7% | +51.9% |
| 6M | -54.9% | +54.7% | -109.6% | -16.2% |
| YTD | -90.4% | +53.3% | -143.7% | -81.0% |
| 1Y | -91.6% | +41.1% | -132.8% | -84.3% |
| All | -91.6% | +44.0% | -135.6% | -84.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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