-99.7%
SOXS vs BAM
-12.8%
-87.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -1.0% | +9.1% | +6.6% |
| 7D | -9.4% | -6.1% | -3.4% | -17.5% |
| 30D | +6.2% | -13.8% | +20.0% | -15.4% |
| 3M | -28.0% | +4.4% | -32.4% | -20.3% |
| 6M | -99.2% | +6.4% | -105.6% | -98.2% |
| YTD | -99.5% | -7.1% | -92.4% | -99.1% |
| 1Y | -99.7% | -11.8% | -87.9% | -99.6% |
| All | -99.7% | -12.8% | -87.0% | -99.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 BAM 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