-100.0%
SOXS vs BIL
+19.4%
-119.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | -16.6% | +0.1% | -16.6% | -17.0% |
| 30D | -4.4% | +0.3% | -4.6% | -6.3% |
| 3M | -26.2% | +0.9% | -27.1% | -29.9% |
| 6M | -99.3% | +1.8% | -101.1% | -99.3% |
| YTD | -99.5% | +2.5% | -102.0% | -99.5% |
| 1Y | -99.8% | +3.7% | -103.5% | -99.8% |
| 3Y | -100.0% | +14.1% | -114.1% | -99.9% |
| 5Y | -100.0% | +19.4% | -119.4% | -99.9% |
| All | -100.0% | +19.4% | -119.4% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BIL.
Daily Out/Under-Performance
Portfolio return minus BIL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIL 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 5y: compounded portfolio wealth divided by compounded BIL 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…
5y analysis · Full analysis span regression · 6 months rolling