-100.0%
SOXS vs BE
+1,164.6%
-1,264.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -4.0% | +12.1% | +5.7% |
| 7D | -9.4% | +9.7% | -19.2% | -3.2% |
| 30D | +6.2% | +22.4% | -16.2% | +23.6% |
| 3M | -28.0% | +10.4% | -38.4% | -0.8% |
| 6M | -99.2% | +67.9% | -167.0% | -98.3% |
| YTD | -99.5% | +197.5% | -297.0% | -98.5% |
| 1Y | -99.7% | +310.6% | -410.3% | -98.9% |
| 3Y | -100.0% | +1,657.2% | -1,757.2% | -99.7% |
| 5Y | -100.0% | +1,218.2% | -1,318.2% | -99.9% |
| All | -100.0% | +1,164.6% | -1,264.6% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling