-99.9%
SOXS vs BAM
+88.1%
-188.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.7% | -1.6% |
| 7D | +3.2% | +5.0% | -1.8% | +12.7% |
| 30D | +61.0% | +16.6% | +44.4% | +102.6% |
| 3M | +24.0% | +2.2% | +21.8% | +27.0% |
| 6M | -35.9% | +9.7% | -45.6% | -25.5% |
| YTD | -90.9% | +5.2% | -96.1% | -89.3% |
| 1Y | -91.5% | +3.9% | -95.4% | -89.9% |
| 3Y | -99.7% | +91.5% | -191.2% | -98.4% |
| All | -99.9% | +88.1% | -188.0% | -99.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling