-100.0%
SOXS vs BAC
+375.4%
-475.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.5% | -4.4% | -5.5% |
| 7D | -15.6% | +1.2% | -16.7% | -14.3% |
| 30D | +4.8% | -0.7% | +5.5% | +3.0% |
| 3M | -21.6% | +16.9% | -38.6% | -2.8% |
| 6M | -99.3% | +29.6% | -128.9% | -98.8% |
| YTD | -99.5% | +15.3% | -114.8% | -99.3% |
| 1Y | -99.8% | +28.8% | -128.6% | -99.6% |
| 3Y | -100.0% | +136.4% | -236.4% | -99.9% |
| 5Y | -100.0% | +72.9% | -172.9% | -100.0% |
| 10Y | -100.0% | +391.8% | -491.8% | -100.0% |
| All | -100.0% | +375.4% | -475.4% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling