-91.6%
SOXS vs BHP
+53.4%
-145.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +2.6% | +6.2% | +14.5% |
| 7D | +46.7% | -2.5% | +49.2% | +38.3% |
| 30D | +97.0% | -7.7% | +104.7% | +69.6% |
| 3M | +39.5% | -6.4% | +45.9% | +26.5% |
| 6M | -54.9% | +5.2% | -60.1% | -33.9% |
| YTD | -90.4% | +38.3% | -128.7% | -73.9% |
| 1Y | -91.6% | +53.4% | -145.0% | -67.4% |
| All | -91.6% | +53.4% | -145.1% | -67.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 BHP 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