-100.0%
SOXS vs BAH
+207.9%
-307.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.3% | -5.9% | -5.4% |
| 7D | -4.7% | +4.3% | -9.0% | -2.1% |
| 30D | +7.7% | -2.5% | +10.2% | +5.0% |
| 3M | -10.2% | -0.9% | -9.2% | -17.3% |
| 6M | -99.2% | +1.5% | -100.7% | -99.1% |
| YTD | -99.5% | -8.0% | -91.6% | -99.5% |
| 1Y | -99.8% | -24.7% | -75.0% | -99.8% |
| 3Y | -100.0% | -28.4% | -71.6% | -100.0% |
| 5Y | -100.0% | +2.8% | -102.8% | -100.0% |
| All | -100.0% | +207.9% | -307.9% | -100.0% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling