-100.0%
SOXS vs BIL
+25.7%
-125.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | -43.7% | +0.1% | -43.8% | -43.9% |
| 30D | +22.2% | +0.3% | +21.9% | +21.0% |
| 3M | +13.0% | +0.9% | +12.1% | +9.7% |
| 6M | -47.7% | +1.8% | -49.5% | -50.2% |
| YTD | -92.5% | +3.1% | -95.6% | -93.0% |
| 1Y | -93.1% | +3.7% | -96.8% | -93.6% |
| 3Y | -99.7% | +13.8% | -113.5% | -99.7% |
| 5Y | -99.9% | +20.2% | -120.2% | -99.9% |
| 10Y | -100.0% | +26.1% | -126.1% | -100.0% |
| All | -100.0% | +25.7% | -125.7% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling