-100.0%
SOXS vs BE
+1,340.0%
-1,440.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.9% | +1.0% | -3.3% |
| 7D | -16.6% | +23.9% | -40.5% | -6.6% |
| 30D | -4.4% | +27.8% | -32.2% | +10.5% |
| 3M | -26.2% | +3.7% | -30.0% | -5.4% |
| 6M | -99.3% | +78.0% | -177.2% | -98.6% |
| YTD | -99.5% | +209.9% | -309.4% | -98.8% |
| 1Y | -99.8% | +389.6% | -489.4% | -99.2% |
| 3Y | -100.0% | +1,730.6% | -1,830.6% | -99.8% |
| 5Y | -100.0% | +1,227.8% | -1,327.8% | -100.0% |
| All | -100.0% | +1,340.0% | -1,440.0% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling