-100.0%
SOXS vs BBY
+293.7%
-393.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +0.1% | +8.0% | +8.2% |
| 7D | -9.4% | +0.7% | -10.1% | -8.6% |
| 30D | +6.2% | +5.8% | +0.4% | +11.0% |
| 3M | -28.0% | +18.0% | -46.0% | -16.4% |
| 6M | -99.2% | +39.8% | -139.0% | -98.4% |
| YTD | -99.5% | +35.4% | -134.9% | -99.1% |
| 1Y | -99.7% | +21.4% | -121.1% | -99.6% |
| 3Y | -100.0% | +39.5% | -139.5% | -99.9% |
| 5Y | -100.0% | -0.5% | -99.5% | -100.0% |
| 10Y | -100.0% | +240.0% | -340.0% | -100.0% |
| All | -100.0% | +293.7% | -393.7% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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