-100.0%
SOXS vs BNS
+322.4%
-422.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.7% | -6.2% | -4.2% |
| 7D | -4.7% | -0.4% | -4.4% | -5.8% |
| 30D | +7.7% | +3.5% | +4.3% | +15.9% |
| 3M | -10.2% | +14.1% | -24.2% | +23.1% |
| 6M | -99.2% | +33.8% | -133.0% | -97.9% |
| YTD | -99.5% | +29.5% | -129.0% | -98.8% |
| 1Y | -99.8% | +48.4% | -148.2% | -99.2% |
| 3Y | -100.0% | +129.6% | -229.6% | -99.8% |
| 5Y | -100.0% | +96.1% | -196.1% | -100.0% |
| 10Y | -100.0% | +186.2% | -286.2% | -100.0% |
| All | -100.0% | +322.4% | -422.4% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling