-100.0%
SOXS vs BA
+70.0%
-170.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.0% | +0.1% | -4.2% |
| 7D | -16.6% | -1.2% | -15.4% | -17.6% |
| 30D | -4.4% | -11.3% | +7.0% | -16.2% |
| 3M | -26.2% | -3.8% | -22.5% | -26.2% |
| 6M | -99.3% | -8.3% | -91.0% | -99.3% |
| YTD | -99.5% | -4.9% | -94.6% | -99.5% |
| 1Y | -99.8% | -10.1% | -89.7% | -99.8% |
| 3Y | -100.0% | -2.3% | -97.7% | -100.0% |
| 5Y | -100.0% | -3.5% | -96.5% | -100.0% |
| 10Y | -100.0% | +74.6% | -174.6% | -100.0% |
| All | -100.0% | +70.0% | -170.0% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BA.
Daily Out/Under-Performance
Portfolio return minus BA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BA 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 BA 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