-100.0%
SOXS vs BDX
+59.3%
-159.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.8% | -6.4% | -4.7% |
| 7D | -4.7% | -3.2% | -1.6% | -7.9% |
| 30D | +7.7% | -2.5% | +10.3% | +4.3% |
| 3M | -10.2% | +21.4% | -31.6% | +5.1% |
| 6M | -99.2% | +10.4% | -109.6% | -99.2% |
| YTD | -99.5% | +18.8% | -118.4% | -99.4% |
| 1Y | -99.8% | +21.7% | -121.4% | -99.7% |
| 3Y | -100.0% | -10.0% | -90.0% | -100.0% |
| 5Y | -100.0% | -1.8% | -98.2% | -100.0% |
| All | -100.0% | +59.3% | -159.3% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling