-100.0%
SOXS vs BKR
+139.0%
-239.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -6.7% | +14.8% | +1.2% |
| 7D | -9.4% | -6.7% | -2.8% | -15.2% |
| 30D | +6.2% | -8.3% | +14.5% | -2.5% |
| 3M | -28.0% | -5.4% | -22.6% | -30.4% |
| 6M | -99.2% | +0.8% | -100.0% | -98.9% |
| YTD | -99.5% | +31.8% | -131.3% | -99.1% |
| 1Y | -99.7% | +28.6% | -128.3% | -99.6% |
| 3Y | -100.0% | +71.2% | -171.2% | -99.9% |
| 5Y | -100.0% | +179.2% | -279.2% | -100.0% |
| 10Y | -100.0% | +124.0% | -224.0% | -100.0% |
| All | -100.0% | +139.0% | -239.0% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling