-100.0%
SOXS vs BMY
+23.1%
-123.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.2% | -5.4% | -5.6% |
| 7D | -4.7% | -4.8% | 0.0% | -4.6% |
| 30D | +7.7% | -0.1% | +7.8% | +7.9% |
| 3M | -10.2% | +13.1% | -23.3% | -10.5% |
| 6M | -99.2% | +8.4% | -107.6% | -99.2% |
| YTD | -99.5% | +22.0% | -121.5% | -99.5% |
| 1Y | -99.8% | +40.3% | -140.0% | -99.8% |
| 3Y | -100.0% | +20.5% | -120.5% | -100.0% |
| All | -100.0% | +23.1% | -123.1% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BMY.
Daily Out/Under-Performance
Portfolio return minus BMY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMY 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 BMY 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