-99.2%
SOXS vs BG
+2.5%
-101.7%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +0.9% | +7.2% | +7.9% |
| 7D | -9.4% | +3.7% | -13.1% | -10.1% |
| 30D | +6.2% | +12.3% | -6.2% | +3.6% |
| 3M | -28.0% | -2.2% | -25.8% | -27.5% |
| 6M | -99.2% | +5.3% | -104.5% | -99.1% |
| All | -99.2% | +2.5% | -101.7% | -99.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling