-62.8%
BBWI vs SOXQ
+290.2%
-353.0%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +0.4% | -6.7% | -6.5% |
| 7D | -4.4% | +5.2% | -9.7% | -6.8% |
| 30D | -7.4% | -0.5% | -6.9% | -7.7% |
| 3M | -2.2% | -5.6% | +3.4% | -3.1% |
| 6M | -16.3% | +53.0% | -69.3% | -38.6% |
| YTD | -9.1% | +68.8% | -77.9% | -37.5% |
| 1Y | -34.5% | +105.7% | -140.3% | -60.1% |
| 3Y | -47.0% | +240.5% | -287.4% | -78.2% |
| 5Y | -68.8% | +266.8% | -335.6% | -88.1% |
| All | -62.8% | +290.2% | -353.0% | -86.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling