-91.6%
SOXS vs BG
+7.2%
-98.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +2.4% | +6.3% | +8.6% |
| 7D | +46.7% | -3.8% | +50.4% | +47.0% |
| 30D | +97.0% | -9.6% | +106.6% | +98.1% |
| 3M | +39.5% | -8.5% | +48.1% | +42.1% |
| 6M | -54.9% | -23.0% | -31.9% | -55.5% |
| YTD | -90.4% | +10.9% | -101.3% | -90.1% |
| 1Y | -91.6% | +6.0% | -97.6% | -91.1% |
| All | -91.6% | +7.2% | -98.8% | -91.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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