-99.2%
SOXS vs BE
+106.0%
-205.3%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +9.6% | -14.5% | +3.5% |
| 7D | -15.6% | +29.8% | -45.4% | +7.4% |
| 30D | +4.8% | +26.4% | -21.6% | +33.5% |
| 3M | -21.6% | +9.3% | -31.0% | +16.3% |
| All | -99.2% | +106.0% | -205.3% | -98.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling