-100.0%
SOXS vs BN
+895.0%
-995.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.6% | -2.3% | -9.8% |
| 7D | -15.6% | -1.2% | -14.4% | -17.8% |
| 30D | +4.8% | -10.9% | +15.7% | -16.3% |
| 3M | -21.6% | -11.1% | -10.6% | -36.7% |
| 6M | -99.3% | -4.4% | -95.0% | -99.0% |
| YTD | -99.5% | -14.1% | -85.4% | -99.4% |
| 1Y | -99.8% | -11.1% | -88.7% | -99.7% |
| 3Y | -100.0% | +75.6% | -175.5% | -99.8% |
| 5Y | -100.0% | +35.8% | -135.8% | -100.0% |
| 10Y | -100.0% | +261.6% | -361.6% | -100.0% |
| All | -100.0% | +895.0% | -995.0% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling