-100.0%
SOXS vs BN
+71.3%
-171.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.9% | 0.0% | -5.8% |
| 7D | -16.6% | -3.0% | -13.6% | -22.0% |
| 30D | -4.4% | -13.0% | +8.7% | -28.3% |
| 3M | -26.2% | -15.2% | -11.0% | -46.7% |
| 6M | -99.3% | -5.9% | -93.3% | -98.9% |
| YTD | -99.5% | -15.8% | -83.8% | -99.4% |
| 1Y | -99.8% | -12.2% | -87.6% | -99.7% |
| All | -100.0% | +71.3% | -171.3% | -99.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling