-100.0%
SOXS vs BBIO
+136.7%
-236.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.1% | -5.5% | -5.6% |
| 7D | -4.7% | -3.2% | -1.5% | -5.8% |
| 30D | +7.7% | -13.6% | +21.3% | +1.8% |
| 3M | -10.2% | +7.2% | -17.4% | -5.9% |
| 6M | -99.2% | +1.5% | -100.7% | -99.3% |
| YTD | -99.5% | -5.3% | -94.2% | -99.6% |
| 1Y | -99.8% | +37.7% | -137.5% | -99.7% |
| 3Y | -100.0% | +153.9% | -253.9% | -100.0% |
| 5Y | -100.0% | +43.9% | -143.9% | -100.0% |
| All | -100.0% | +136.7% | -236.7% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BBIO.
Daily Out/Under-Performance
Portfolio return minus BBIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBIO 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 all: compounded portfolio wealth divided by compounded BBIO 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…
all analysis · Full analysis span regression · 6 months rolling