-91.6%
SOXS vs BE
+51.2%
-142.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -6.4% | +15.1% | +3.6% |
| 7D | +46.7% | -12.1% | +58.8% | +36.2% |
| 30D | +97.0% | -30.1% | +127.1% | +62.2% |
| 3M | +39.5% | -12.1% | +51.7% | +46.5% |
| 6M | -54.9% | -30.6% | -24.4% | -43.7% |
| YTD | -90.4% | +130.6% | -221.0% | -69.4% |
| 1Y | -91.6% | +55.3% | -146.9% | -77.3% |
| All | -91.6% | +51.2% | -142.9% | -77.3% |
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