-100.0%
SOXS vs BDX
+288.0%
-388.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -1.9% | +10.0% | +5.5% |
| 7D | -9.4% | -5.4% | -4.0% | -16.4% |
| 30D | +6.2% | -2.2% | +8.3% | +2.3% |
| 3M | -28.0% | +20.1% | -48.1% | -14.0% |
| 6M | -99.2% | +9.1% | -108.2% | -99.2% |
| YTD | -99.5% | +17.9% | -117.4% | -99.4% |
| 1Y | -99.7% | +22.1% | -121.8% | -99.7% |
| 3Y | -100.0% | -10.5% | -89.4% | -100.0% |
| 5Y | -100.0% | -2.6% | -97.4% | -100.0% |
| 10Y | -100.0% | +57.5% | -157.5% | -100.0% |
| All | -100.0% | +288.0% | -388.0% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling