-91.6%
SOXS vs BAX
+46.0%
-137.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +4.0% | +4.8% | +9.5% |
| 7D | +46.7% | +4.1% | +42.6% | +47.9% |
| 30D | +97.0% | +9.4% | +87.5% | +100.4% |
| 3M | +39.5% | -6.5% | +46.0% | +36.2% |
| 6M | -54.9% | +59.6% | -114.5% | -44.8% |
| YTD | -90.4% | +38.9% | -129.2% | -89.0% |
| 1Y | -91.6% | +48.0% | -139.6% | -90.5% |
| All | -91.6% | +46.0% | -137.7% | -90.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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