-100.0%
SOXS vs WY
+147.7%
-247.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -2.7% | +10.8% | +4.1% |
| 7D | -9.4% | -3.7% | -5.7% | -14.1% |
| 30D | +6.2% | -11.3% | +17.5% | -11.3% |
| 3M | -28.0% | -8.1% | -19.9% | -39.4% |
| 6M | -99.2% | -7.4% | -91.7% | -99.2% |
| YTD | -99.5% | -4.7% | -94.8% | -99.5% |
| 1Y | -99.7% | -9.2% | -90.6% | -99.8% |
| 3Y | -100.0% | -24.7% | -75.3% | -100.0% |
| 5Y | -100.0% | -21.6% | -78.4% | -100.0% |
| 10Y | -100.0% | +6.7% | -106.7% | -100.0% |
| All | -100.0% | +147.7% | -247.7% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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