-99.8%
SOXS vs BAX
-0.4%
-99.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.6% | -4.0% | -6.0% |
| 7D | -4.7% | -7.9% | +3.1% | -7.2% |
| 30D | +7.7% | -11.7% | +19.4% | +3.4% |
| 3M | -10.2% | +16.2% | -26.4% | -4.7% |
| 6M | -99.2% | +32.0% | -131.2% | -98.9% |
| YTD | -99.5% | +24.7% | -124.2% | -99.4% |
| 1Y | -99.8% | -2.6% | -97.1% | -99.7% |
| All | -99.8% | -0.4% | -99.4% | -99.7% |
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