-100.0%
SOXS vs BG
+198.9%
-298.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.7% | -3.8% | -7.3% |
| 7D | -4.7% | +3.1% | -7.9% | -1.7% |
| 30D | +7.7% | +10.2% | -2.5% | +18.7% |
| 3M | -10.2% | -1.7% | -8.5% | -12.8% |
| 6M | -99.2% | +1.0% | -100.2% | -99.3% |
| YTD | -99.5% | +39.9% | -139.4% | -99.4% |
| 1Y | -99.8% | +53.2% | -153.0% | -99.7% |
| 3Y | -100.0% | +16.3% | -116.3% | -100.0% |
| 5Y | -100.0% | +83.9% | -183.9% | -100.0% |
| 10Y | -100.0% | +165.1% | -265.1% | -100.0% |
| All | -100.0% | +198.9% | -298.9% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling