-100.0%
SOXS vs BAX
-67.5%
-32.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -0.9% | +9.0% | +7.5% |
| 7D | -9.4% | -5.4% | -4.0% | -12.8% |
| 30D | +6.2% | -12.4% | +18.5% | -3.4% |
| 3M | -28.0% | +19.1% | -47.1% | -18.5% |
| 6M | -99.2% | +38.6% | -137.8% | -98.8% |
| YTD | -99.5% | +26.7% | -126.2% | -99.3% |
| 1Y | -99.7% | +1.0% | -100.8% | -99.7% |
| 3Y | -100.0% | -33.9% | -66.1% | -100.0% |
| 5Y | -100.0% | -67.0% | -33.0% | -100.0% |
| All | -100.0% | -67.5% | -32.5% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling