-99.8%
SOXS vs BE
+379.4%
-479.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | +7.4% | -17.5% | -5.1% |
| 7D | -7.0% | +20.0% | -27.0% | +6.0% |
| 30D | +2.8% | +7.9% | -5.1% | +11.4% |
| 3M | -9.8% | -13.2% | +3.4% | +11.8% |
| 6M | -99.2% | +53.5% | -152.6% | -98.4% |
| YTD | -99.5% | +191.0% | -290.5% | -98.6% |
| 1Y | -99.8% | +360.5% | -460.3% | -99.3% |
| All | -99.8% | +379.4% | -479.2% | -99.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BE.
Daily Out/Under-Performance
Portfolio return minus BE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BE 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 BE 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