-100.0%
SOXS vs BA
-1.3%
-98.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.7% | -4.2% | -5.9% |
| 7D | -15.6% | +2.5% | -18.1% | -12.7% |
| 30D | +4.8% | -10.1% | +14.9% | -9.2% |
| 3M | -21.6% | -2.4% | -19.2% | -20.4% |
| 6M | -99.3% | -8.8% | -90.5% | -99.4% |
| YTD | -99.5% | -2.9% | -96.6% | -99.5% |
| 1Y | -99.8% | -8.8% | -91.0% | -99.8% |
| 3Y | -100.0% | -0.3% | -99.7% | -100.0% |
| 5Y | -100.0% | -0.3% | -99.7% | -100.0% |
| All | -100.0% | -1.3% | -98.7% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling