-100.0%
SOXS vs BIL
+24.9%
-124.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | 0.0% | -10.2% | -10.3% |
| 7D | -7.0% | +0.1% | -7.1% | -7.2% |
| 30D | +2.8% | +0.3% | +2.5% | +2.0% |
| 3M | -9.8% | +0.9% | -10.8% | -11.4% |
| 6M | -99.2% | +1.8% | -101.0% | -99.2% |
| YTD | -99.5% | +2.4% | -101.9% | -99.5% |
| 1Y | -99.8% | +3.7% | -103.5% | -99.8% |
| 3Y | -100.0% | +14.2% | -114.1% | -100.0% |
| 5Y | -100.0% | +19.4% | -119.4% | -100.0% |
| 10Y | -100.0% | +25.2% | -125.2% | -100.0% |
| All | -100.0% | +24.9% | -124.9% | -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