-87.2%
SOXS vs BITO
-28.7%
-58.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +39.2% | -5.1% | +44.3% | +33.2% |
| 7D | +94.9% | -5.9% | +100.8% | +86.5% |
| 30D | +174.1% | -11.5% | +185.6% | +149.9% |
| 3M | +82.4% | +15.6% | +66.8% | +122.7% |
| 6M | -27.7% | -8.9% | -18.8% | -26.1% |
| YTD | -86.6% | -15.9% | -70.7% | -85.5% |
| 1Y | -87.2% | -29.5% | -57.7% | -88.4% |
| All | -87.2% | -28.7% | -58.5% | -88.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BITO.
Daily Out/Under-Performance
Portfolio return minus BITO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BITO 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 BITO 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