-67.0%
BBWI vs SOXQ
+258.1%
-325.1%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +1.8% | +4.6% | +5.5% |
| 7D | -4.8% | +0.8% | -5.6% | -5.2% |
| 30D | +3.5% | -4.6% | +8.1% | +5.4% |
| 3M | -0.3% | -10.2% | +9.8% | +1.6% |
| 6M | -5.4% | +49.7% | -55.0% | -29.7% |
| YTD | -4.7% | +67.2% | -72.0% | -34.3% |
| 1Y | -30.5% | +98.0% | -128.5% | -56.8% |
| 3Y | -44.3% | +237.2% | -281.5% | -77.1% |
| All | -67.0% | +258.1% | -325.1% | -87.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SOXQ.
Daily Out/Under-Performance
Portfolio return minus SOXQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOXQ 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 5y: compounded portfolio wealth divided by compounded SOXQ 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…
5y analysis · Full analysis span regression · 6 months rolling