-100.0%
SOXS vs WU
-39.1%
-60.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.6% | -6.1% | -4.9% |
| 7D | -4.7% | -3.5% | -1.3% | -8.6% |
| 30D | +7.7% | -2.9% | +10.7% | +3.8% |
| 3M | -10.2% | -2.3% | -7.9% | -13.4% |
| 6M | -99.2% | -25.4% | -73.8% | -99.6% |
| YTD | -99.5% | -21.2% | -78.3% | -99.8% |
| 1Y | -99.8% | -8.9% | -90.9% | -99.9% |
| 3Y | -100.0% | -29.0% | -71.0% | -100.0% |
| 5Y | -100.0% | -50.7% | -49.3% | -100.0% |
| All | -100.0% | -39.1% | -60.9% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 10y: compounded portfolio wealth divided by compounded WU 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…
10y analysis · Full analysis span regression · 6 months rolling