-100.0%
SOXS vs BAC
+71.5%
-171.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -0.2% | +8.3% | +7.8% |
| 7D | -9.4% | -0.3% | -9.2% | -9.8% |
| 30D | +6.2% | -1.8% | +7.9% | +2.2% |
| 3M | -28.0% | +15.3% | -43.3% | -7.9% |
| 6M | -99.2% | +30.2% | -129.3% | -98.3% |
| YTD | -99.5% | +15.6% | -115.1% | -99.2% |
| 1Y | -99.7% | +27.5% | -127.2% | -99.5% |
| 3Y | -100.0% | +137.0% | -237.0% | -99.8% |
| 5Y | -100.0% | +75.6% | -175.6% | -100.0% |
| All | -100.0% | +71.5% | -171.5% | -100.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling