-100.0%
SOXS vs BAX
+7.1%
-107.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.8% | -1.1% | -9.3% |
| 7D | -15.6% | -2.4% | -13.2% | -18.1% |
| 30D | +4.8% | -9.7% | +14.5% | -8.1% |
| 3M | -21.6% | +29.3% | -50.9% | +4.8% |
| 6M | -99.3% | +40.7% | -140.0% | -98.7% |
| YTD | -99.5% | +30.3% | -129.8% | -99.1% |
| 1Y | -99.8% | +3.4% | -103.2% | -99.7% |
| 3Y | -100.0% | -32.0% | -68.0% | -100.0% |
| 5Y | -100.0% | -66.9% | -33.1% | -100.0% |
| 10Y | -100.0% | -37.1% | -62.9% | -100.0% |
| All | -100.0% | +7.1% | -107.1% | -100.0% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling