+28.2%
SOXS vs BAC
-21.3%
+49.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | +1.0% | +10.1% | +13.0% |
| 7D | -28.4% | +3.2% | -31.7% | -22.9% |
| 30D | +19.4% | -0.7% | +20.1% | +20.7% |
| 3M | +28.2% | -20.0% | +48.1% | +16.8% |
| All | +28.2% | -21.3% | +49.5% | +16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BAC.
Daily Out/Under-Performance
Portfolio return minus BAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAC 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 3mo: compounded portfolio wealth divided by compounded BAC 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…
3mo analysis · Full analysis span regression · Available span rolling