-99.8%
SOXS vs BAH
-28.2%
-71.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | -1.5% | -8.7% | -9.5% |
| 7D | -7.0% | -3.2% | -3.7% | -5.5% |
| 30D | +2.8% | +2.0% | +0.8% | +1.9% |
| 3M | -9.8% | -7.6% | -2.2% | -12.8% |
| 6M | -99.2% | -5.7% | -93.5% | -99.2% |
| YTD | -99.5% | -11.7% | -87.8% | -99.5% |
| 1Y | -99.8% | -27.4% | -72.4% | -99.8% |
| All | -99.8% | -28.2% | -71.5% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 1y: compounded portfolio wealth divided by compounded BAH 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…
1y analysis · Full analysis span regression · 6 months rolling