-100.0%
SOXS vs BAH
+876.9%
-976.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.9% | -3.9% | -5.6% |
| 7D | -15.6% | -4.3% | -11.2% | -18.6% |
| 30D | +4.8% | -4.5% | +9.2% | +0.5% |
| 3M | -21.6% | -7.6% | -14.0% | -31.4% |
| 6M | -99.3% | -10.6% | -88.7% | -99.3% |
| YTD | -99.5% | -12.6% | -87.0% | -99.5% |
| 1Y | -99.8% | -27.0% | -72.8% | -99.8% |
| 3Y | -100.0% | -31.5% | -68.5% | -100.0% |
| 5Y | -100.0% | -3.8% | -96.2% | -100.0% |
| 10Y | -100.0% | +183.9% | -283.9% | -100.0% |
| All | -100.0% | +876.9% | -976.9% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling