-100.0%
SOXS vs BNS
+94.7%
-194.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.7% | -6.2% | -4.0% |
| 7D | -4.7% | -0.4% | -4.4% | -5.9% |
| 30D | +7.7% | +3.5% | +4.3% | +16.7% |
| 3M | -10.2% | +14.1% | -24.2% | +28.6% |
| 6M | -99.2% | +33.8% | -133.0% | -97.6% |
| YTD | -99.5% | +29.5% | -129.0% | -98.6% |
| 1Y | -99.8% | +48.4% | -148.2% | -99.0% |
| 3Y | -100.0% | +129.6% | -229.6% | -99.8% |
| All | -100.0% | +94.7% | -194.7% | -100.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling