-100.0%
SOXS vs BAM
+57.7%
-157.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.4% | -1.5% | -11.0% |
| 7D | -15.6% | -1.6% | -14.0% | -18.2% |
| 30D | +4.8% | -6.0% | +10.7% | -6.7% |
| 3M | -21.6% | +7.3% | -29.0% | -9.4% |
| 6M | -99.3% | +8.2% | -107.6% | -98.5% |
| YTD | -99.5% | -3.8% | -95.7% | -99.1% |
| 1Y | -99.8% | -10.7% | -89.0% | -99.6% |
| 3Y | -100.0% | +55.3% | -155.3% | -99.8% |
| All | -100.0% | +57.7% | -157.7% | -99.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling