-100.0%
SOXS vs BBWI
+129.5%
-229.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.1% | -1.8% | -7.3% |
| 7D | -15.6% | +1.6% | -17.1% | -14.5% |
| 30D | +4.8% | -6.2% | +11.0% | -0.9% |
| 3M | -21.6% | +4.3% | -26.0% | -19.2% |
| 6M | -99.3% | -7.2% | -92.2% | -99.4% |
| YTD | -99.5% | -3.0% | -96.5% | -99.5% |
| 1Y | -99.8% | -30.8% | -69.0% | -99.8% |
| 3Y | -100.0% | -43.4% | -56.6% | -100.0% |
| 5Y | -100.0% | -66.7% | -33.3% | -100.0% |
| 10Y | -100.0% | -55.7% | -44.3% | -100.0% |
| All | -100.0% | +129.5% | -229.5% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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