-91.6%
SOXS vs BNS
+52.0%
-143.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +3.0% | +5.8% | +15.5% |
| 7D | +46.7% | +2.0% | +44.7% | +52.9% |
| 30D | +97.0% | +7.8% | +89.2% | +133.2% |
| 3M | +39.5% | +11.7% | +27.9% | +82.4% |
| 6M | -54.9% | +28.2% | -83.2% | -5.7% |
| YTD | -90.4% | +34.8% | -125.2% | -74.0% |
| 1Y | -91.6% | +51.1% | -142.7% | -71.6% |
| All | -91.6% | +52.0% | -143.6% | -71.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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