-100.0%
SOXS vs WYNN
+97.1%
-197.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.8% | -4.7% | -6.3% |
| 7D | -4.7% | -4.2% | -0.6% | -8.5% |
| 30D | +7.7% | -14.6% | +22.4% | -7.5% |
| 3M | -10.2% | -18.4% | +8.3% | -26.5% |
| 6M | -99.2% | -11.9% | -87.3% | -99.2% |
| YTD | -99.5% | -26.6% | -72.9% | -99.6% |
| 1Y | -99.8% | -28.5% | -71.2% | -99.8% |
| 3Y | -100.0% | -5.1% | -94.9% | -100.0% |
| 5Y | -100.0% | -10.5% | -89.5% | -100.0% |
| 10Y | -100.0% | +0.3% | -100.3% | -100.0% |
| All | -100.0% | +97.1% | -197.1% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WYNN.
Daily Out/Under-Performance
Portfolio return minus WYNN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WYNN 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 WYNN 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