-100.0%
SOXS vs BKR
+172.8%
-272.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.6% | -5.0% | -6.2% |
| 7D | -4.7% | -7.0% | +2.2% | -11.5% |
| 30D | +7.7% | -8.1% | +15.9% | -1.3% |
| 3M | -10.2% | -6.6% | -3.5% | -14.8% |
| 6M | -99.2% | +0.9% | -100.1% | -99.0% |
| YTD | -99.5% | +31.1% | -130.6% | -99.2% |
| 1Y | -99.8% | +27.7% | -127.5% | -99.6% |
| 3Y | -100.0% | +71.2% | -171.2% | -99.9% |
| All | -100.0% | +172.8% | -272.8% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BKR.
Daily Out/Under-Performance
Portfolio return minus BKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BKR 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 BKR 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