-91.6%
SOXS vs BN
-3.9%
-87.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +6.1% | +2.7% | +16.4% |
| 7D | +46.7% | +12.0% | +34.7% | +68.1% |
| 30D | +97.0% | +17.0% | +79.9% | +142.1% |
| 3M | +39.5% | -3.2% | +42.8% | +28.1% |
| 6M | -54.9% | -3.9% | -51.1% | -57.9% |
| YTD | -90.4% | -5.6% | -84.8% | -89.7% |
| 1Y | -91.6% | -4.7% | -86.9% | -90.6% |
| All | -91.6% | -3.9% | -87.7% | -90.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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