-100.0%
SOXS vs BMY
+348.4%
-448.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -2.3% |
| 7D | -16.6% | -4.8% | -11.8% | -20.2% |
| 30D | -4.4% | -0.7% | -3.7% | -5.5% |
| 3M | -26.2% | +15.3% | -41.6% | -18.1% |
| 6M | -99.3% | +8.5% | -107.8% | -99.5% |
| YTD | -99.5% | +23.4% | -123.0% | -99.7% |
| 1Y | -99.8% | +42.9% | -142.7% | -99.8% |
| 3Y | -100.0% | +22.0% | -121.9% | -100.0% |
| 5Y | -100.0% | +24.3% | -124.3% | -100.0% |
| 10Y | -100.0% | +64.6% | -164.6% | -100.0% |
| All | -100.0% | +348.4% | -448.4% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling