-100.0%
SOXS vs BE
+1,748.2%
-1,848.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +6.7% | -12.2% | -2.1% |
| 7D | -4.7% | +9.0% | -13.8% | +0.4% |
| 30D | +7.7% | +16.3% | -8.5% | +19.4% |
| 3M | -10.2% | +10.8% | -20.9% | +18.8% |
| 6M | -99.2% | +73.2% | -172.4% | -98.5% |
| YTD | -99.5% | +217.4% | -316.9% | -98.8% |
| 1Y | -99.8% | +309.8% | -409.6% | -99.2% |
| 3Y | -100.0% | +1,726.2% | -1,826.1% | -99.9% |
| All | -100.0% | +1,748.2% | -1,848.2% | -99.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling