-100.0%
SOXS vs BAC
+136.2%
-236.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.4% | -2.4% | -1.2% |
| 7D | -16.6% | +0.6% | -17.2% | -15.8% |
| 30D | -4.4% | -1.4% | -3.0% | -7.1% |
| 3M | -26.2% | +15.7% | -42.0% | -6.4% |
| 6M | -99.3% | +32.2% | -131.4% | -98.5% |
| YTD | -99.5% | +15.8% | -115.3% | -99.2% |
| 1Y | -99.8% | +27.3% | -127.1% | -99.6% |
| All | -100.0% | +136.2% | -236.2% | -99.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling