-91.6%
SOXS vs BDX
+54.0%
-145.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +5.6% | +3.2% | +2.5% |
| 7D | +46.7% | +7.2% | +39.5% | +36.0% |
| 30D | +97.0% | +15.8% | +81.2% | +70.7% |
| 3M | +39.5% | +23.7% | +15.9% | +13.6% |
| 6M | -54.9% | +44.8% | -99.8% | -65.9% |
| YTD | -90.4% | +39.8% | -130.2% | -93.3% |
| 1Y | -91.6% | +52.3% | -144.0% | -94.5% |
| All | -91.6% | +54.0% | -145.6% | -94.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 BDX 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