-99.8%
SOXS vs WSM
+12.7%
-112.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.1% | -6.7% | -3.9% |
| 7D | -4.7% | -0.5% | -4.2% | -5.2% |
| 30D | +7.7% | -7.7% | +15.5% | -3.4% |
| 3M | -10.2% | +3.8% | -13.9% | -3.7% |
| 6M | -99.2% | +22.7% | -121.9% | -97.8% |
| YTD | -99.5% | +28.0% | -127.5% | -98.5% |
| 1Y | -99.8% | +12.7% | -112.5% | -99.3% |
| All | -99.8% | +12.7% | -112.5% | -99.3% |
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