-100.0%
SOXS vs BHP
+496.8%
-596.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.2% | -5.3% | -6.0% |
| 7D | -4.7% | -3.6% | -1.1% | -9.9% |
| 30D | +7.7% | -1.2% | +8.9% | +5.7% |
| 3M | -10.2% | +1.2% | -11.3% | -0.5% |
| 6M | -99.2% | +21.4% | -120.6% | -97.7% |
| YTD | -99.5% | +50.4% | -149.9% | -97.9% |
| 1Y | -99.8% | +67.5% | -167.3% | -98.7% |
| 3Y | -100.0% | +72.8% | -172.8% | -99.9% |
| 5Y | -100.0% | +112.6% | -212.6% | -99.9% |
| All | -100.0% | +496.8% | -596.8% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling