-100.0%
SOXS vs BN
+30.5%
-130.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -1.2% | +9.3% | +5.5% |
| 7D | -9.4% | -5.9% | -3.6% | -20.7% |
| 30D | +6.2% | -15.1% | +21.2% | -25.6% |
| 3M | -28.0% | -14.6% | -13.5% | -48.2% |
| 6M | -99.2% | -8.4% | -90.8% | -98.9% |
| YTD | -99.5% | -16.8% | -82.7% | -99.4% |
| 1Y | -99.7% | -14.4% | -85.4% | -99.7% |
| 3Y | -100.0% | +70.1% | -170.1% | -99.8% |
| 5Y | -100.0% | +33.5% | -133.5% | -100.0% |
| All | -100.0% | +30.5% | -130.5% | -100.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling