-100.0%
SOXS vs BA
+24.8%
-124.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.6% | -1.0% |
| 7D | -43.7% | -0.6% | -43.2% | -44.0% |
| 30D | +22.2% | -8.0% | +30.2% | +10.4% |
| 3M | +13.0% | -25.8% | +38.8% | -18.8% |
| 6M | -47.7% | -27.6% | -20.1% | -61.8% |
| YTD | -92.5% | -21.0% | -71.5% | -93.5% |
| 1Y | -93.1% | -12.3% | -80.9% | -93.3% |
| 3Y | -99.7% | -12.8% | -87.0% | -99.6% |
| 5Y | -99.9% | -22.4% | -77.6% | -99.9% |
| All | -100.0% | +24.8% | -124.8% | -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